-18.4%
TSLL vs XHB
+36.1%
-54.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +10.2% |
| 7D | -21.2% | +1.3% | -22.5% | -22.3% |
| 30D | -13.3% | +7.8% | -21.1% | -20.7% |
| 3M | +15.4% | -5.5% | +20.9% | +21.9% |
| 6M | -34.2% | -2.6% | -31.6% | -33.5% |
| YTD | -52.9% | +0.4% | -53.3% | -55.1% |
| 1Y | -54.3% | -1.0% | -53.4% | -56.0% |
| 3Y | -18.4% | +37.3% | -55.7% | -41.4% |
| All | -18.4% | +36.1% | -54.4% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling