-35.3%
TSLL vs SLB
+3.2%
-38.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -12.0% |
| 7D | +1.9% | +0.8% | +1.1% | +1.4% |
| 30D | +17.8% | +15.8% | +1.9% | +4.6% |
| 3M | -37.0% | -0.3% | -36.7% | -36.9% |
| 6M | -37.7% | +21.3% | -59.0% | -48.2% |
| YTD | -51.4% | +52.3% | -103.7% | -67.7% |
| 1Y | -23.4% | +63.6% | -87.0% | -53.3% |
| All | -35.3% | +3.2% | -38.5% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling