-54.3%
TSLL vs XHB
-1.4%
-53.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +9.5% |
| 7D | -21.2% | +1.3% | -22.5% | -21.4% |
| 30D | -13.3% | +7.8% | -21.1% | -16.9% |
| 3M | +15.4% | -5.5% | +20.9% | +20.5% |
| 6M | -34.2% | -2.6% | -31.6% | -33.3% |
| YTD | -52.9% | +0.4% | -53.3% | -53.3% |
| 1Y | -54.3% | -1.0% | -53.4% | -54.5% |
| All | -54.3% | -1.4% | -53.0% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling