-48.4%
TSLL vs XLI
+10.8%
-59.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.1% |
| 7D | -11.0% | -1.5% | -9.5% | -7.1% |
| 30D | -5.3% | -0.3% | -5.0% | -2.9% |
| 3M | +20.8% | -8.4% | +29.2% | +41.1% |
| 6M | -36.0% | -2.1% | -33.9% | -32.3% |
| YTD | -47.3% | +9.6% | -56.9% | -54.7% |
| 1Y | -48.4% | +10.7% | -59.1% | -56.6% |
| All | -48.4% | +10.8% | -59.3% | -56.6% |
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