-37.0%
TSLL vs XME
-6.9%
-30.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.1% | -12.1% |
| 7D | +1.9% | -0.1% | +2.0% | +1.8% |
| 30D | +17.8% | +6.0% | +11.8% | +9.1% |
| 3M | -37.0% | -7.7% | -29.3% | -23.5% |
| All | -37.0% | -6.9% | -30.1% | -23.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling