-47.2%
TSLL vs XLU
+33.5%
-80.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +33.0% | +1.2% | +31.8% | +31.8% |
| 30D | +7.7% | +4.6% | +3.1% | +3.7% |
| 3M | +34.7% | +0.7% | +34.1% | +33.6% |
| 6M | -31.5% | -1.7% | -29.8% | -31.5% |
| YTD | -42.4% | +4.8% | -47.1% | -46.8% |
| 1Y | -39.7% | +0.2% | -39.9% | -41.4% |
| 3Y | +3.4% | +58.9% | -55.5% | -34.2% |
| All | -47.2% | +33.5% | -80.7% | -56.7% |
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