-56.8%
TSLL vs XLP
+35.1%
-91.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.3% | +9.9% | +9.5% |
| 7D | -21.2% | +0.7% | -22.0% | -21.7% |
| 30D | -13.3% | +10.3% | -23.6% | -20.1% |
| 3M | +15.4% | +6.5% | +8.9% | +9.1% |
| 6M | -34.2% | +8.4% | -42.6% | -39.9% |
| YTD | -52.9% | +18.2% | -71.1% | -62.2% |
| 1Y | -54.3% | +22.4% | -76.8% | -65.4% |
| 3Y | -18.4% | +41.9% | -60.3% | -51.3% |
| All | -56.8% | +35.1% | -91.9% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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