-23.4%
TSLL vs XEL
+7.2%
-30.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.0% | -12.0% |
| 7D | +1.9% | -1.0% | +2.8% | +1.7% |
| 30D | +17.8% | -1.9% | +19.7% | +17.3% |
| 3M | -37.0% | -1.9% | -35.1% | -38.3% |
| 6M | -37.7% | -7.4% | -30.2% | -37.6% |
| YTD | -51.4% | +4.1% | -55.4% | -54.3% |
| 1Y | -23.4% | +8.0% | -31.4% | -34.8% |
| All | -23.4% | +7.2% | -30.6% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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