-21.2%
TSLL vs OKE
+40.5%
-61.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -1.0% |
| 7D | +5.1% | -0.2% | +5.3% | +4.9% |
| 30D | +20.0% | +6.1% | +13.9% | +23.4% |
| 3M | -23.8% | +10.4% | -34.2% | -19.4% |
| 6M | -30.3% | +14.2% | -44.4% | -27.8% |
| YTD | -47.7% | +35.3% | -83.0% | -49.9% |
| 1Y | -21.2% | +40.6% | -61.8% | -25.9% |
| All | -21.2% | +40.5% | -61.7% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling