-51.9%
TSLL vs XLU
+31.5%
-83.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +7.0% | +7.1% |
| 7D | +5.8% | +2.1% | +3.7% | +4.1% |
| 30D | +21.7% | -0.4% | +22.1% | +21.7% |
| 3M | -28.2% | +0.5% | -28.7% | -29.9% |
| 6M | -29.5% | -5.8% | -23.7% | -27.1% |
| YTD | -47.5% | +3.1% | -50.7% | -51.0% |
| 1Y | -20.8% | +8.1% | -28.9% | -29.0% |
| 3Y | -26.7% | +50.5% | -77.3% | -50.8% |
| All | -51.9% | +31.5% | -83.4% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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