-53.1%
TSLL vs XLY
+41.3%
-94.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -0.7% |
| 7D | -7.3% | -3.9% | -3.5% | +6.9% |
| 30D | +15.8% | -6.1% | +21.9% | +45.8% |
| 3M | -19.5% | -1.2% | -18.3% | -11.5% |
| 6M | -32.1% | -1.8% | -30.3% | -21.6% |
| YTD | -48.9% | -5.9% | -43.0% | -30.5% |
| 1Y | -23.4% | -3.1% | -20.3% | +0.3% |
| 3Y | -28.6% | +36.0% | -64.6% | -37.8% |
| All | -53.1% | +41.3% | -94.4% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling