-55.4%
TSLL vs LYB
-4.2%
-51.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -9.9% | -10.9% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +17.8% | +8.7% | +9.0% | +12.3% |
| 3M | -37.0% | -3.0% | -34.0% | -36.5% |
| 6M | -37.7% | +4.7% | -42.4% | -45.5% |
| YTD | -51.4% | +51.6% | -103.0% | -69.3% |
| 1Y | -23.4% | +24.4% | -47.7% | -43.3% |
| 3Y | -30.8% | -23.5% | -7.3% | -26.3% |
| All | -55.4% | -4.2% | -51.3% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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