-20.8%
TSLL vs CBOE
+26.4%
-47.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.7% | +9.6% | +7.2% |
| 7D | +5.8% | -4.6% | +10.4% | +3.8% |
| 30D | +21.7% | +2.6% | +19.1% | +23.2% |
| 3M | -28.2% | +4.9% | -33.2% | -25.2% |
| 6M | -29.5% | -2.2% | -27.3% | -23.2% |
| YTD | -47.5% | +17.7% | -65.3% | -39.3% |
| 1Y | -20.8% | +26.1% | -46.9% | -0.7% |
| All | -20.8% | +26.4% | -47.1% | -0.7% |
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