-56.8%
TSLL vs XEL
+24.0%
-80.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.9% | +9.5% | +8.9% |
| 7D | -21.2% | -0.2% | -21.0% | -21.2% |
| 30D | -13.3% | +10.0% | -23.3% | -16.3% |
| 3M | +15.4% | +4.3% | +11.0% | +13.4% |
| 6M | -34.2% | +0.5% | -34.7% | -34.9% |
| YTD | -52.9% | +10.4% | -63.3% | -55.7% |
| 1Y | -54.3% | +2.0% | -56.3% | -55.4% |
| 3Y | -18.4% | +45.6% | -63.9% | -31.0% |
| All | -56.8% | +24.0% | -80.8% | -56.3% |
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