-51.7%
TSLL vs XLU
+33.3%
-85.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -11.0% | +0.7% | -11.7% | -11.4% |
| 30D | -5.3% | +5.6% | -10.9% | -9.6% |
| 3M | +20.8% | +2.1% | +18.7% | +18.3% |
| 6M | -36.0% | -0.9% | -35.1% | -36.5% |
| YTD | -47.3% | +4.6% | -51.9% | -51.3% |
| 1Y | -48.4% | +0.3% | -48.8% | -50.0% |
| 3Y | -5.4% | +58.6% | -64.0% | -39.7% |
| All | -51.7% | +33.3% | -85.0% | -60.3% |
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