-36.6%
TSLL vs SLB
-10.0%
-26.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.7% | -18.2% | -20.1% |
| 7D | -28.9% | -7.7% | -21.1% | -26.1% |
| 30D | -21.4% | -0.7% | -20.7% | -20.4% |
| 3M | +5.0% | 0.0% | +5.0% | +7.6% |
| 6M | -36.6% | -10.4% | -26.1% | -25.5% |
| All | -36.6% | -10.0% | -26.6% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling