-52.1%
TSLL vs OKE
+80.2%
-132.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +10.0% | +10.2% |
| 7D | -14.3% | -7.1% | -7.2% | -9.0% |
| 30D | -6.2% | -3.2% | -3.0% | -3.8% |
| 3M | +21.2% | +0.6% | +20.6% | +19.9% |
| 6M | -36.6% | +3.3% | -39.9% | -41.7% |
| YTD | -47.8% | +22.8% | -70.6% | -61.6% |
| 1Y | -45.2% | +32.5% | -77.7% | -63.4% |
| 3Y | -3.3% | +56.2% | -59.5% | -31.3% |
| All | -52.1% | +80.2% | -132.3% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling