-44.0%
TSLL vs XEL
+3.5%
-47.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +6.1% |
| 7D | +0.5% | +0.7% | -0.3% | +0.6% |
| 30D | +2.7% | +9.3% | -6.7% | +5.4% |
| 3M | +26.3% | +5.3% | +21.0% | +27.5% |
| 6M | -37.2% | +2.2% | -39.4% | -37.1% |
| YTD | -44.2% | +12.3% | -56.6% | -45.6% |
| 1Y | -44.0% | +3.0% | -47.0% | -38.7% |
| All | -44.0% | +3.5% | -47.5% | -38.7% |
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