-52.0%
TSLL vs XLY
+41.9%
-93.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +4.6% |
| 7D | +5.1% | -2.1% | +7.2% | +13.9% |
| 30D | +20.0% | -6.0% | +26.0% | +50.6% |
| 3M | -23.8% | -2.7% | -21.0% | -10.9% |
| 6M | -30.3% | -1.5% | -28.8% | -20.5% |
| YTD | -47.7% | -5.4% | -42.2% | -30.0% |
| 1Y | -21.2% | -3.8% | -17.4% | +5.9% |
| 3Y | -26.9% | +36.6% | -63.5% | -37.3% |
| All | -52.0% | +41.9% | -93.9% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling