-60.3%
TSLL vs SLB
+55.6%
-115.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.7% | -18.2% | -19.8% |
| 7D | -28.9% | -7.7% | -21.1% | -25.2% |
| 30D | -21.4% | -0.7% | -20.7% | -20.8% |
| 3M | +5.0% | 0.0% | +5.0% | +5.1% |
| 6M | -36.6% | -10.4% | -26.1% | -32.8% |
| YTD | -56.6% | +31.5% | -88.1% | -63.8% |
| 1Y | -60.9% | +39.1% | -100.0% | -68.8% |
| 3Y | -25.2% | -5.7% | -19.5% | -34.2% |
| All | -60.3% | +55.6% | -115.9% | -67.1% |
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