-60.3%
TSLL vs ETR
+115.0%
-175.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.4% | -20.5% | -21.1% |
| 7D | -28.9% | +0.3% | -29.2% | -28.9% |
| 30D | -21.4% | +6.8% | -28.3% | -24.2% |
| 3M | +5.0% | +3.8% | +1.1% | +2.7% |
| 6M | -36.6% | -5.5% | -31.1% | -35.1% |
| YTD | -56.6% | +21.5% | -78.1% | -62.7% |
| 1Y | -60.9% | +17.4% | -78.3% | -65.4% |
| 3Y | -25.2% | +147.7% | -172.9% | -53.4% |
| All | -60.3% | +115.0% | -175.3% | -69.8% |
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