-55.4%
TSLL vs XLP
+26.0%
-81.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.1% | -11.2% |
| 7D | +1.9% | -1.0% | +2.9% | +2.8% |
| 30D | +17.8% | -0.9% | +18.6% | +18.5% |
| 3M | -37.0% | +3.8% | -40.8% | -40.5% |
| 6M | -37.7% | -1.7% | -35.9% | -37.6% |
| YTD | -51.4% | +10.3% | -61.6% | -58.6% |
| 1Y | -23.4% | +7.8% | -31.2% | -33.1% |
| 3Y | -30.8% | +27.2% | -58.0% | -53.0% |
| All | -55.4% | +26.0% | -81.4% | -68.5% |
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