-23.4%
TSLL vs SLV
+60.8%
-84.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.6% | -11.4% |
| 7D | +1.9% | -0.3% | +2.2% | +2.2% |
| 30D | +17.8% | +6.7% | +11.1% | +15.7% |
| 3M | -37.0% | -10.7% | -26.3% | -35.1% |
| 6M | -37.7% | -20.6% | -17.1% | -35.1% |
| YTD | -51.4% | -7.1% | -44.2% | -53.0% |
| 1Y | -23.4% | +62.0% | -85.3% | -48.4% |
| All | -23.4% | +60.8% | -84.2% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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