-47.2%
TSLL vs TENB
-2.4%
-44.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.4% | +7.7% | +6.1% |
| 7D | +33.0% | -7.0% | +40.0% | +38.5% |
| 30D | +7.7% | -0.6% | +8.3% | +7.8% |
| 3M | +34.7% | +10.9% | +23.8% | +22.1% |
| 6M | -31.5% | +95.4% | -126.9% | -59.5% |
| YTD | -42.4% | +74.5% | -116.8% | -64.0% |
| 1Y | -39.7% | +49.2% | -88.9% | -57.6% |
| 3Y | +3.4% | +9.7% | -6.3% | -3.6% |
| All | -47.2% | -2.4% | -44.7% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling