-56.8%
TSLL vs ETR
+115.5%
-172.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +8.5% |
| 7D | -21.2% | +0.4% | -21.6% | -21.3% |
| 30D | -13.3% | +7.5% | -20.8% | -16.7% |
| 3M | +15.4% | +4.4% | +11.0% | +12.6% |
| 6M | -34.2% | -1.5% | -32.7% | -34.2% |
| YTD | -52.9% | +21.8% | -74.7% | -59.5% |
| 1Y | -54.3% | +18.4% | -72.7% | -59.8% |
| 3Y | -18.4% | +148.5% | -166.9% | -49.3% |
| All | -56.8% | +115.5% | -172.3% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling