-55.4%
TSLL vs XHB
+66.5%
-121.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.0% | -12.8% | -13.0% |
| 7D | +1.9% | -1.3% | +3.2% | +3.3% |
| 30D | +17.8% | -6.9% | +24.6% | +27.9% |
| 3M | -37.0% | -1.3% | -35.7% | -36.6% |
| 6M | -37.7% | -6.8% | -30.9% | -33.2% |
| YTD | -51.4% | +0.7% | -52.1% | -53.3% |
| 1Y | -23.4% | -11.2% | -12.1% | -14.5% |
| 3Y | -30.8% | +25.3% | -56.1% | -49.1% |
| All | -55.4% | +66.5% | -121.9% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling