-33.0%
TSLL vs XLY
+2.1%
-35.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -2.6% |
| 7D | +17.8% | +2.0% | +15.8% | +11.5% |
| 30D | +8.2% | +7.6% | +0.6% | -12.2% |
| 3M | +20.9% | +1.5% | +19.4% | +18.1% |
| 6M | -37.5% | +1.5% | -39.0% | -34.9% |
| YTD | -44.5% | +1.1% | -45.6% | -38.7% |
| 1Y | -33.0% | +4.3% | -37.2% | -28.6% |
| All | -33.0% | +2.1% | -35.1% | -28.6% |
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