-20.8%
TSLL vs XLU
+6.9%
-27.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +7.0% | +7.8% |
| 7D | +5.8% | +2.1% | +3.7% | +5.7% |
| 30D | +21.7% | -0.4% | +22.1% | +21.8% |
| 3M | -28.2% | +0.5% | -28.7% | -30.1% |
| 6M | -29.5% | -5.8% | -23.7% | -28.2% |
| YTD | -47.5% | +3.1% | -50.7% | -53.2% |
| 1Y | -20.8% | +8.1% | -28.9% | -37.7% |
| All | -20.8% | +6.9% | -27.7% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling