-23.4%
TSLL vs XLC
0.0%
-23.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -8.9% |
| 7D | +1.9% | -0.8% | +2.7% | +4.2% |
| 30D | +17.8% | +1.0% | +16.7% | +14.5% |
| 3M | -37.0% | -0.7% | -36.3% | -34.3% |
| 6M | -37.7% | -5.1% | -32.5% | -25.1% |
| YTD | -51.4% | -4.3% | -47.1% | -43.1% |
| 1Y | -23.4% | -0.6% | -22.8% | -18.4% |
| All | -23.4% | 0.0% | -23.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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