-23.4%
TSLL vs XBI
+75.8%
-99.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.5% |
| 7D | +1.9% | +0.9% | +1.0% | +0.9% |
| 30D | +17.8% | +7.1% | +10.7% | +10.1% |
| 3M | -37.0% | +22.9% | -59.9% | -49.4% |
| 6M | -37.7% | +29.7% | -67.4% | -52.5% |
| YTD | -51.4% | +34.5% | -85.9% | -64.4% |
| 1Y | -23.4% | +76.1% | -99.4% | -53.5% |
| All | -23.4% | +75.8% | -99.2% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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