-23.4%
TSLL vs SLB
+68.3%
-91.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -11.9% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | +17.8% | +15.8% | +1.9% | +11.3% |
| 3M | -37.0% | -0.3% | -36.7% | -35.8% |
| 6M | -37.7% | +21.3% | -59.0% | -42.1% |
| YTD | -51.4% | +52.3% | -103.7% | -58.5% |
| 1Y | -23.4% | +63.6% | -87.0% | -39.5% |
| All | -23.4% | +68.3% | -91.7% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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