-44.0%
TSLL vs CBOE
+42.0%
-86.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +6.2% |
| 7D | +0.5% | +6.9% | -6.5% | +3.3% |
| 30D | +2.7% | +24.1% | -21.5% | +11.5% |
| 3M | +26.3% | +30.9% | -4.7% | +39.6% |
| 6M | -37.2% | +5.9% | -43.0% | -29.1% |
| YTD | -44.2% | +48.2% | -92.4% | -34.0% |
| 1Y | -44.0% | +43.5% | -87.4% | -33.4% |
| All | -44.0% | +42.0% | -86.0% | -33.4% |
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