-23.4%
TSLL vs CBOE
+29.2%
-52.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.9% |
| 7D | +1.9% | -3.6% | +5.5% | +0.6% |
| 30D | +17.8% | +5.1% | +12.7% | +20.3% |
| 3M | -37.0% | +4.6% | -41.6% | -34.0% |
| 6M | -37.7% | -0.3% | -37.4% | -31.6% |
| YTD | -51.4% | +19.8% | -71.1% | -42.8% |
| 1Y | -23.4% | +28.4% | -51.7% | -1.1% |
| All | -23.4% | +29.2% | -52.5% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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