-54.3%
TSLL vs CBOE
+42.3%
-96.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.6% | +8.7% |
| 7D | -21.2% | +5.3% | -26.5% | -19.5% |
| 30D | -13.3% | +25.5% | -38.8% | -5.6% |
| 3M | +15.4% | +22.5% | -7.1% | +24.7% |
| 6M | -34.2% | +2.6% | -36.8% | -27.0% |
| YTD | -52.9% | +41.8% | -94.7% | -44.5% |
| 1Y | -54.3% | +40.9% | -95.2% | -46.6% |
| All | -54.3% | +42.3% | -96.7% | -46.6% |
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