-23.4%
TSLL vs XLB
+17.4%
-40.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.4% |
| 7D | +1.9% | -1.4% | +3.3% | +3.6% |
| 30D | +17.8% | -0.4% | +18.1% | +18.4% |
| 3M | -37.0% | +2.0% | -39.0% | -38.3% |
| 6M | -37.7% | +1.8% | -39.5% | -39.7% |
| YTD | -51.4% | +16.6% | -68.0% | -58.9% |
| 1Y | -23.4% | +16.9% | -40.3% | -35.5% |
| All | -23.4% | +17.4% | -40.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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