-5.9%
TSLL vs XLI
+74.2%
-80.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +2.1% |
| 7D | +0.5% | +0.9% | -0.4% | +0.5% |
| 30D | +2.7% | +1.1% | +1.6% | +2.4% |
| 3M | +26.3% | -7.7% | +34.0% | +61.2% |
| 6M | -37.2% | -1.8% | -35.4% | -33.1% |
| YTD | -44.2% | +11.1% | -55.3% | -61.6% |
| 1Y | -44.0% | +12.1% | -56.1% | -62.4% |
| All | -5.9% | +74.2% | -80.2% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling