-55.4%
TSLL vs XEL
+16.9%
-72.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.0% | -11.6% |
| 7D | +1.9% | -1.0% | +2.8% | +2.2% |
| 30D | +17.8% | -1.9% | +19.7% | +18.4% |
| 3M | -37.0% | -1.9% | -35.1% | -37.4% |
| 6M | -37.7% | -7.4% | -30.2% | -36.5% |
| YTD | -51.4% | +4.1% | -55.4% | -53.3% |
| 1Y | -23.4% | +8.0% | -31.4% | -27.7% |
| 3Y | -30.8% | +48.4% | -79.2% | -43.3% |
| All | -55.4% | +16.9% | -72.3% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling