-56.8%
TSLL vs SLV
+146.4%
-203.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.8% | +8.7% |
| 7D | -21.2% | +5.1% | -26.3% | -22.7% |
| 30D | -13.3% | -12.9% | -0.4% | -8.9% |
| 3M | +15.4% | -16.1% | +31.5% | +23.2% |
| 6M | -34.2% | -33.2% | -1.1% | -24.2% |
| YTD | -52.9% | -27.2% | -25.7% | -51.4% |
| 1Y | -54.3% | +7.6% | -62.0% | -60.0% |
| 3Y | -18.4% | +122.3% | -140.7% | -44.2% |
| All | -56.8% | +146.4% | -203.3% | -70.2% |
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