-52.1%
TSLL vs XLC
+96.3%
-148.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.5% | +8.5% | +5.3% |
| 7D | -14.3% | +7.1% | -21.4% | -27.0% |
| 30D | -6.2% | -2.7% | -3.4% | -1.0% |
| 3M | +21.2% | -3.2% | +24.4% | +27.8% |
| 6M | -36.6% | -7.7% | -28.9% | -23.9% |
| YTD | -47.8% | -8.0% | -39.8% | -36.2% |
| 1Y | -45.2% | -3.1% | -42.2% | -40.6% |
| 3Y | -3.3% | +64.9% | -68.1% | -52.3% |
| All | -52.1% | +96.3% | -148.4% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling