-52.1%
TSLL vs OXY
-3.2%
-48.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.1% | +12.0% | +11.3% |
| 7D | -14.3% | -8.2% | -6.1% | -11.3% |
| 30D | -6.2% | -7.2% | +1.1% | -3.6% |
| 3M | +21.2% | +0.2% | +21.0% | +20.3% |
| 6M | -36.6% | +6.1% | -42.7% | -39.9% |
| YTD | -47.8% | +37.5% | -85.3% | -60.6% |
| 1Y | -45.2% | +37.7% | -82.9% | -59.1% |
| 3Y | -3.3% | -2.8% | -0.5% | -16.3% |
| All | -52.1% | -3.2% | -48.9% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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