-23.4%
TSLL vs XLI
+18.3%
-41.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.3% | -12.5% |
| 7D | +1.9% | -1.1% | +2.9% | +3.6% |
| 30D | +17.8% | -5.9% | +23.7% | +30.4% |
| 3M | -37.0% | -0.3% | -36.7% | -36.8% |
| 6M | -37.7% | +0.1% | -37.8% | -38.3% |
| YTD | -51.4% | +13.6% | -65.0% | -62.7% |
| 1Y | -23.4% | +17.2% | -40.6% | -39.8% |
| All | -23.4% | +18.3% | -41.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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