-52.0%
TSLL vs XBI
+74.2%
-126.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +1.8% |
| 7D | +5.1% | -3.6% | +8.7% | +9.9% |
| 30D | +20.0% | +0.9% | +19.1% | +18.3% |
| 3M | -23.8% | +21.4% | -45.2% | -41.2% |
| 6M | -30.3% | +25.5% | -55.8% | -48.3% |
| YTD | -47.7% | +30.8% | -78.5% | -63.7% |
| 1Y | -21.2% | +68.6% | -89.8% | -60.9% |
| 3Y | -26.9% | +103.9% | -130.8% | -69.6% |
| All | -52.0% | +74.2% | -126.3% | -76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling