-55.4%
TSLL vs XLY
+45.0%
-100.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -7.0% |
| 7D | +1.9% | -2.0% | +3.9% | +10.3% |
| 30D | +17.8% | -3.1% | +20.9% | +33.2% |
| 3M | -37.0% | -1.8% | -35.2% | -28.1% |
| 6M | -37.7% | -0.9% | -36.8% | -30.1% |
| YTD | -51.4% | -3.4% | -48.0% | -39.6% |
| 1Y | -23.4% | -1.5% | -21.9% | -5.2% |
| 3Y | -30.8% | +38.8% | -69.6% | -44.1% |
| All | -55.4% | +45.0% | -100.4% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling