-52.1%
TSLL vs XBI
+71.5%
-123.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.8% | +7.1% |
| 7D | -14.3% | +3.2% | -17.5% | -16.3% |
| 30D | -6.2% | +2.0% | -8.2% | -7.1% |
| 3M | +21.2% | -0.3% | +21.5% | +22.3% |
| 6M | -36.6% | +16.6% | -53.2% | -48.0% |
| YTD | -47.8% | +28.8% | -76.6% | -62.7% |
| 1Y | -45.2% | +44.6% | -89.8% | -66.4% |
| 3Y | -3.3% | +137.1% | -140.4% | -65.8% |
| All | -52.1% | +71.5% | -123.7% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling