-20.8%
TSLL vs TENB
+8.6%
-29.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.6% | +9.5% | +8.5% |
| 7D | +5.8% | -5.0% | +10.8% | +7.8% |
| 30D | +21.7% | -7.4% | +29.1% | +24.8% |
| 3M | -28.2% | +22.3% | -50.5% | -31.4% |
| 6M | -29.5% | +60.2% | -89.6% | -36.7% |
| YTD | -47.5% | +43.2% | -90.8% | -52.0% |
| 1Y | -20.8% | +8.2% | -28.9% | -24.5% |
| All | -20.8% | +8.6% | -29.4% | -24.5% |
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 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