-51.7%
TSLL vs SLV
+144.4%
-196.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.4% | +2.2% |
| 7D | -11.0% | +3.7% | -14.7% | -12.2% |
| 30D | -5.3% | -15.2% | +9.9% | +0.4% |
| 3M | +20.8% | -21.8% | +42.6% | +32.1% |
| 6M | -36.0% | -36.3% | +0.3% | -25.2% |
| YTD | -47.3% | -27.8% | -19.4% | -45.4% |
| 1Y | -48.4% | +1.5% | -49.9% | -53.7% |
| 3Y | -5.4% | +128.5% | -134.0% | -35.5% |
| All | -51.7% | +144.4% | -196.1% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling