-10.2%
TSLL vs XE
-62.6%
+52.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.4% | +2.0% |
| 7D | +33.0% | +25.1% | +7.9% | +20.1% |
| 30D | +7.7% | -11.5% | +19.2% | +13.0% |
| 3M | +34.7% | -44.7% | +79.4% | +67.3% |
| 6M | -31.5% | -64.5% | +33.0% | -5.5% |
| All | -10.2% | -62.6% | +52.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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