-23.4%
TSLL vs TENB
+11.6%
-35.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.2% | -11.6% |
| 7D | +1.9% | -9.1% | +11.0% | +5.8% |
| 30D | +17.8% | -4.9% | +22.6% | +19.7% |
| 3M | -37.0% | +16.9% | -53.9% | -39.3% |
| 6M | -37.7% | +68.0% | -105.6% | -45.5% |
| YTD | -51.4% | +45.6% | -96.9% | -55.7% |
| 1Y | -23.4% | +12.7% | -36.1% | -24.3% |
| All | -23.4% | +11.6% | -35.0% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1y: compounded portfolio wealth divided by compounded TENB 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…
1y analysis · Full analysis span regression · 6 months rolling