-49.1%
TSLL vs XEL
+27.0%
-76.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +17.8% | +2.4% | +15.4% | +17.0% |
| 30D | +8.2% | +8.3% | 0.0% | +5.2% |
| 3M | +20.9% | +4.2% | +16.7% | +18.9% |
| 6M | -37.5% | +3.7% | -41.2% | -38.8% |
| YTD | -44.5% | +13.1% | -57.6% | -48.2% |
| 1Y | -33.0% | +5.0% | -38.0% | -35.1% |
| 3Y | -6.4% | +55.0% | -61.3% | -23.3% |
| All | -49.1% | +27.0% | -76.1% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling