-6.4%
TSLL vs TENB
+9.5%
-15.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.3% |
| 7D | +17.8% | -3.3% | +21.1% | +20.2% |
| 30D | +8.2% | +6.9% | +1.3% | +3.7% |
| 3M | +20.9% | +1.8% | +19.0% | +16.7% |
| 6M | -37.5% | +98.1% | -135.6% | -65.1% |
| YTD | -44.5% | +73.2% | -117.7% | -65.9% |
| 1Y | -33.0% | +50.7% | -83.6% | -52.6% |
| 3Y | -6.4% | +9.3% | -15.7% | +1.9% |
| All | -6.4% | +9.5% | -15.9% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling