-51.9%
TSLL vs OKE
+102.1%
-154.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.2% | +5.7% | +6.2% |
| 7D | +5.8% | +1.9% | +3.9% | +4.4% |
| 30D | +21.7% | +12.8% | +8.9% | +10.8% |
| 3M | -28.2% | +11.9% | -40.2% | -36.5% |
| 6M | -29.5% | +14.9% | -44.3% | -41.5% |
| YTD | -47.5% | +37.7% | -85.3% | -64.5% |
| 1Y | -20.8% | +44.1% | -64.8% | -49.6% |
| 3Y | -26.7% | +75.3% | -102.0% | -52.3% |
| All | -51.9% | +102.1% | -154.0% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling