-48.9%
TSLL vs XHB
+67.2%
-116.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.9% |
| 7D | +0.5% | -4.1% | +4.6% | +6.2% |
| 30D | +2.7% | +9.6% | -7.0% | -8.1% |
| 3M | +26.3% | -6.0% | +32.3% | +34.5% |
| 6M | -37.2% | +2.2% | -39.4% | -39.7% |
| YTD | -44.2% | +1.1% | -45.4% | -47.3% |
| 1Y | -44.0% | -1.7% | -42.2% | -45.3% |
| 3Y | 0.0% | +36.5% | -36.4% | -34.2% |
| All | -48.9% | +67.2% | -116.1% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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