-60.3%
TSLL vs SLV
+146.7%
-207.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.5% | -21.4% | -21.7% |
| 7D | -28.9% | -0.7% | -28.1% | -28.8% |
| 30D | -21.4% | -15.4% | -6.1% | -16.6% |
| 3M | +5.0% | -16.3% | +21.3% | +12.2% |
| 6M | -36.6% | -28.8% | -7.8% | -28.0% |
| YTD | -56.6% | -27.1% | -29.5% | -55.3% |
| 1Y | -60.9% | +7.5% | -68.4% | -65.7% |
| 3Y | -25.2% | +121.2% | -146.4% | -48.9% |
| All | -60.3% | +146.7% | -207.0% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling