-48.4%
TSLL vs SLV
+2.9%
-51.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.4% | +2.1% |
| 7D | -11.0% | +3.7% | -14.7% | -12.2% |
| 30D | -5.3% | -15.2% | +9.9% | +0.1% |
| 3M | +20.8% | -21.8% | +42.6% | +31.3% |
| 6M | -36.0% | -36.3% | +0.3% | -27.4% |
| YTD | -47.3% | -27.8% | -19.4% | -43.1% |
| 1Y | -48.4% | +1.5% | -49.9% | -51.1% |
| All | -48.4% | +2.9% | -51.3% | -51.1% |
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 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