-24.9%
TSLL vs XLP
+43.9%
-68.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.8% | -21.1% | -21.7% |
| 7D | -28.9% | +3.5% | -32.4% | -29.5% |
| 30D | -21.4% | +11.6% | -33.0% | -24.5% |
| 3M | +5.0% | +7.6% | -2.7% | +2.3% |
| 6M | -36.6% | +10.0% | -46.6% | -39.5% |
| YTD | -56.6% | +19.7% | -76.4% | -62.8% |
| 1Y | -60.9% | +23.5% | -84.3% | -67.9% |
| All | -24.9% | +43.9% | -68.8% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling