-52.1%
TSLL vs XME
+108.4%
-160.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.5% | +5.4% | +4.0% |
| 7D | -14.3% | +0.9% | -15.3% | -13.7% |
| 30D | -6.2% | -7.3% | +1.2% | +5.0% |
| 3M | +21.2% | -14.8% | +36.0% | +50.6% |
| 6M | -36.6% | -18.4% | -18.2% | -16.1% |
| YTD | -47.8% | -4.7% | -43.1% | -45.3% |
| 1Y | -45.2% | +5.7% | -50.9% | -50.1% |
| 3Y | -3.3% | +104.0% | -107.2% | -58.0% |
| All | -52.1% | +108.4% | -160.5% | -78.4% |
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