-56.8%
TSLL vs XLC
+91.6%
-148.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.2% | +7.7% |
| 7D | -21.2% | +4.9% | -26.1% | -29.9% |
| 30D | -13.3% | -5.8% | -7.5% | -2.1% |
| 3M | +15.4% | -5.4% | +20.8% | +28.0% |
| 6M | -34.2% | -10.2% | -24.1% | -16.2% |
| YTD | -52.9% | -10.2% | -42.7% | -39.4% |
| 1Y | -54.3% | -5.6% | -48.7% | -47.5% |
| 3Y | -18.4% | +61.0% | -79.4% | -57.6% |
| All | -56.8% | +91.6% | -148.4% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling