-60.9%
TSLL vs XLP
+23.5%
-84.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.8% | -21.1% | -22.6% |
| 7D | -28.9% | +3.5% | -32.4% | -26.3% |
| 30D | -21.4% | +11.6% | -33.0% | -12.1% |
| 3M | +5.0% | +7.6% | -2.7% | +13.5% |
| 6M | -36.6% | +10.0% | -46.6% | -28.6% |
| YTD | -56.6% | +19.7% | -76.4% | -47.4% |
| 1Y | -60.9% | +23.5% | -84.3% | -48.2% |
| All | -60.9% | +23.5% | -84.4% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling