-51.7%
TSLL vs XME
+104.2%
-155.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +3.5% |
| 7D | -11.0% | -0.2% | -10.9% | -9.2% |
| 30D | -5.3% | -9.2% | +3.9% | +8.6% |
| 3M | +20.8% | -17.8% | +38.6% | +56.8% |
| 6M | -36.0% | -20.0% | -16.0% | -13.3% |
| YTD | -47.3% | -6.6% | -40.7% | -43.4% |
| 1Y | -48.4% | +1.8% | -50.2% | -50.7% |
| 3Y | -5.4% | +98.7% | -104.2% | -57.7% |
| All | -51.7% | +104.2% | -155.9% | -77.7% |
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