-24.9%
TSLL vs XLB
+40.7%
-65.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.9% | -19.0% | -15.5% |
| 7D | -28.9% | -0.4% | -28.5% | -27.7% |
| 30D | -21.4% | +5.2% | -26.7% | -29.4% |
| 3M | +5.0% | -0.1% | +5.1% | +6.0% |
| 6M | -36.6% | +2.4% | -39.0% | -39.6% |
| YTD | -56.6% | +16.9% | -73.5% | -71.4% |
| 1Y | -60.9% | +25.0% | -85.9% | -78.7% |
| All | -24.9% | +40.7% | -65.5% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling