-46.0%
TSLL vs XLY
+3.2%
-49.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.3% | -10.6% | -18.5% |
| 7D | -9.4% | +6.1% | -15.5% | -25.4% |
| 30D | +1.6% | +10.8% | -9.2% | -26.6% |
| 3M | +29.4% | +3.6% | +25.8% | +16.1% |
| 6M | -20.1% | +4.4% | -24.5% | -25.1% |
| YTD | -44.5% | +3.1% | -47.6% | -43.3% |
| 1Y | -46.0% | +3.6% | -49.6% | -44.0% |
| All | -46.0% | +3.2% | -49.2% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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