-46.0%
TSLL vs SHEL
+43.6%
-89.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.2% | -4.1% | -7.2% |
| 7D | -9.4% | -3.2% | -6.3% | -10.6% |
| 30D | +1.6% | +5.5% | -4.0% | +3.1% |
| 3M | +29.4% | +14.4% | +15.0% | +35.0% |
| 6M | -20.1% | +16.2% | -36.3% | -13.9% |
| YTD | -44.5% | +42.4% | -86.9% | -42.0% |
| 1Y | -46.0% | +43.3% | -89.3% | -42.6% |
| All | -46.0% | +43.6% | -89.6% | -42.6% |
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