-34.2%
TSLL vs XME
-23.0%
-11.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.4% | +5.3% | +4.1% |
| 7D | -21.2% | -4.5% | -16.8% | -15.1% |
| 30D | -13.3% | -10.9% | -2.4% | +1.6% |
| 3M | +15.4% | -15.3% | +30.6% | +43.2% |
| 6M | -34.2% | -24.6% | -9.6% | -3.2% |
| All | -34.2% | -23.0% | -11.2% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling