-39.7%
TSLL vs XLB
+21.4%
-61.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.6% | +5.0% |
| 7D | +33.0% | 0.0% | +32.9% | +32.9% |
| 30D | +7.7% | +5.3% | +2.4% | +2.4% |
| 3M | +34.7% | 0.0% | +34.7% | +35.9% |
| 6M | -31.5% | +1.2% | -32.7% | -31.7% |
| YTD | -42.4% | +16.9% | -59.3% | -48.8% |
| 1Y | -39.7% | +20.9% | -60.6% | -48.0% |
| All | -39.7% | +21.4% | -61.1% | -48.0% |
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