-18.4%
TSLL vs SHEL
+65.5%
-83.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.7% | +9.3% |
| 7D | -21.2% | -8.8% | -12.4% | -16.6% |
| 30D | -13.3% | +2.3% | -15.6% | -15.4% |
| 3M | +15.4% | +11.6% | +3.8% | +5.7% |
| 6M | -34.2% | +15.7% | -49.9% | -42.0% |
| YTD | -52.9% | +38.6% | -91.5% | -67.1% |
| 1Y | -54.3% | +38.5% | -92.8% | -68.2% |
| 3Y | -18.4% | +66.9% | -85.2% | -49.3% |
| All | -18.4% | +65.5% | -83.9% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling