-51.9%
TSLL vs XEL
+18.7%
-70.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.5% | +6.3% | +7.3% |
| 7D | +5.8% | +1.3% | +4.5% | +5.4% |
| 30D | +21.7% | -1.5% | +23.2% | +22.2% |
| 3M | -28.2% | -0.2% | -28.0% | -28.9% |
| 6M | -29.5% | -5.4% | -24.0% | -28.7% |
| YTD | -47.5% | +5.6% | -53.2% | -49.8% |
| 1Y | -20.8% | +10.5% | -31.2% | -25.9% |
| 3Y | -26.7% | +49.2% | -75.9% | -39.8% |
| All | -51.9% | +18.7% | -70.6% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling