-20.8%
TSLL vs XBI
+71.3%
-92.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.1% | +9.0% | +9.0% |
| 7D | +5.8% | -0.9% | +6.7% | +6.6% |
| 30D | +21.7% | +2.9% | +18.8% | +18.2% |
| 3M | -28.2% | +26.2% | -54.4% | -44.1% |
| 6M | -29.5% | +30.7% | -60.2% | -46.3% |
| YTD | -47.5% | +32.9% | -80.5% | -60.9% |
| 1Y | -20.8% | +72.3% | -93.1% | -46.5% |
| All | -20.8% | +71.3% | -92.1% | -46.5% |
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