-55.4%
TSLL vs OKE
+97.7%
-153.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.6% |
| 7D | +1.9% | +0.7% | +1.2% | +1.5% |
| 30D | +17.8% | +9.4% | +8.4% | +9.5% |
| 3M | -37.0% | +8.6% | -45.6% | -42.9% |
| 6M | -37.7% | +15.3% | -53.0% | -48.9% |
| YTD | -51.4% | +34.8% | -86.2% | -66.6% |
| 1Y | -23.4% | +35.3% | -58.6% | -48.2% |
| 3Y | -30.8% | +69.5% | -100.3% | -53.9% |
| All | -55.4% | +97.7% | -153.2% | -72.8% |
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 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