-54.3%
TSLL vs TENB
+53.1%
-107.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.6% | +13.2% | +10.3% |
| 7D | -21.2% | -17.0% | -4.2% | -15.7% |
| 30D | -13.3% | +8.2% | -21.5% | -15.2% |
| 3M | +15.4% | +16.5% | -1.1% | +9.7% |
| 6M | -34.2% | +99.1% | -133.3% | -45.4% |
| YTD | -52.9% | +79.0% | -132.0% | -61.0% |
| 1Y | -54.3% | +53.9% | -108.2% | -62.4% |
| All | -54.3% | +53.1% | -107.4% | -62.4% |
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