-56.8%
TSLL vs SLB
+56.5%
-113.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.1% | +8.3% |
| 7D | -21.2% | -7.1% | -14.1% | -17.4% |
| 30D | -13.3% | +4.1% | -17.4% | -14.9% |
| 3M | +15.4% | -2.6% | +18.0% | +17.4% |
| 6M | -34.2% | -8.6% | -25.7% | -31.1% |
| YTD | -52.9% | +32.2% | -85.1% | -60.8% |
| 1Y | -54.3% | +40.7% | -95.0% | -63.8% |
| 3Y | -18.4% | -4.5% | -13.8% | -28.5% |
| All | -56.8% | +56.5% | -113.3% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling