-3.3%
TSLL vs XBI
+125.4%
-128.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.8% | +6.9% |
| 7D | -14.3% | +3.2% | -17.5% | -16.4% |
| 30D | -6.2% | +2.0% | -8.2% | -7.2% |
| 3M | +21.2% | -0.3% | +21.5% | +22.1% |
| 6M | -36.6% | +16.6% | -53.2% | -48.8% |
| YTD | -47.8% | +28.8% | -76.6% | -63.8% |
| 1Y | -45.2% | +44.6% | -89.8% | -68.0% |
| 3Y | -3.3% | +137.1% | -140.4% | -60.7% |
| All | -3.3% | +125.4% | -128.7% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling