-49.1%
TSLL vs SLV
+132.0%
-181.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.9% |
| 7D | +17.8% | -5.8% | +23.7% | +20.4% |
| 30D | +8.2% | -12.1% | +20.4% | +13.3% |
| 3M | +20.9% | -24.1% | +45.0% | +33.7% |
| 6M | -37.5% | -44.4% | +6.9% | -24.1% |
| YTD | -44.5% | -31.5% | -13.0% | -41.5% |
| 1Y | -33.0% | -6.9% | -26.0% | -37.9% |
| 3Y | -6.4% | +116.0% | -122.4% | -34.9% |
| All | -49.1% | +132.0% | -181.2% | -64.1% |
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