-23.4%
TSLL vs SHEL
+32.9%
-56.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.5% | -11.7% |
| 7D | +1.9% | +2.2% | -0.4% | +2.4% |
| 30D | +17.8% | +6.8% | +10.9% | +19.4% |
| 3M | -37.0% | +8.1% | -45.1% | -34.9% |
| 6M | -37.7% | +14.4% | -52.1% | -38.0% |
| YTD | -51.4% | +30.0% | -81.3% | -53.3% |
| 1Y | -23.4% | +33.3% | -56.7% | -24.4% |
| All | -23.4% | +32.9% | -56.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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