-55.4%
TSLL vs TENB
-18.6%
-36.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.2% | -11.4% |
| 7D | +1.9% | -9.1% | +11.0% | +8.7% |
| 30D | +17.8% | -4.9% | +22.6% | +20.6% |
| 3M | -37.0% | +16.9% | -53.9% | -44.2% |
| 6M | -37.7% | +68.0% | -105.6% | -59.4% |
| YTD | -51.4% | +45.6% | -96.9% | -65.0% |
| 1Y | -23.4% | +12.7% | -36.1% | -32.9% |
| 3Y | -30.8% | -24.4% | -6.4% | -17.6% |
| All | -55.4% | -18.6% | -36.8% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling