-49.1%
TSLL vs XLU
+34.2%
-83.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.2% |
| 7D | +17.8% | +2.1% | +15.7% | +15.9% |
| 30D | +8.2% | +5.6% | +2.7% | +3.4% |
| 3M | +20.9% | +0.7% | +20.1% | +19.8% |
| 6M | -37.5% | -0.1% | -37.4% | -38.5% |
| YTD | -44.5% | +5.3% | -49.8% | -49.0% |
| 1Y | -33.0% | +2.2% | -35.1% | -36.2% |
| 3Y | -6.4% | +61.6% | -68.0% | -41.3% |
| All | -49.1% | +34.2% | -83.4% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling