-49.1%
TSLL vs XME
+98.2%
-147.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -1.7% |
| 7D | +17.8% | +0.3% | +17.5% | +17.5% |
| 30D | +8.2% | -6.1% | +14.4% | +19.2% |
| 3M | +20.9% | -18.6% | +39.5% | +59.2% |
| 6M | -37.5% | -23.9% | -13.6% | -10.1% |
| YTD | -44.5% | -9.3% | -35.2% | -38.2% |
| 1Y | -33.0% | +1.8% | -34.7% | -36.4% |
| 3Y | -6.4% | +93.0% | -99.4% | -56.5% |
| All | -49.1% | +98.2% | -147.3% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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