-18.4%
TSLL vs XLB
+39.6%
-58.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.4% | +10.2% |
| 7D | -21.2% | -1.5% | -19.7% | -18.0% |
| 30D | -13.3% | +6.1% | -19.4% | -23.6% |
| 3M | +15.4% | 0.0% | +15.4% | +15.8% |
| 6M | -34.2% | 0.0% | -34.2% | -33.9% |
| YTD | -52.9% | +16.0% | -68.9% | -68.4% |
| 1Y | -54.3% | +24.7% | -79.1% | -75.1% |
| 3Y | -18.4% | +40.4% | -58.7% | -59.4% |
| All | -18.4% | +39.6% | -58.0% | -59.4% |
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