-20.1%
TSLL vs XLP
+11.5%
-31.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.4% | -9.7% | -1.7% |
| 7D | -9.4% | +5.9% | -15.3% | -1.5% |
| 30D | +1.6% | +13.5% | -11.9% | +22.1% |
| 3M | +29.4% | +8.4% | +21.0% | +45.4% |
| 6M | -20.1% | +11.5% | -31.7% | +1.8% |
| All | -20.1% | +11.5% | -31.7% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling