-51.7%
TSLL vs OKE
+83.1%
-134.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | -0.3% |
| 7D | -11.0% | -5.0% | -6.1% | -7.1% |
| 30D | -5.3% | -1.6% | -3.7% | -4.1% |
| 3M | +20.8% | -2.2% | +23.0% | +22.2% |
| 6M | -36.0% | +5.0% | -41.0% | -41.8% |
| YTD | -47.3% | +24.8% | -72.1% | -61.7% |
| 1Y | -48.4% | +35.1% | -83.5% | -66.1% |
| 3Y | -5.4% | +57.5% | -62.9% | -33.3% |
| All | -51.7% | +83.1% | -134.8% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 10y: compounded portfolio wealth divided by compounded OKE 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…
10y analysis · Full analysis span regression · 6 months rolling