-55.4%
TSLL vs XME
+150.6%
-206.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3M | -37.0% | -7.7% | -29.3% | -29.8% |
| 6M | -37.7% | +1.0% | -38.6% | -38.1% |
| YTD | -51.4% | +14.6% | -66.0% | -60.2% |
| 1Y | -23.4% | +46.0% | -69.3% | -56.1% |
| 3Y | -30.8% | +127.0% | -157.8% | -74.9% |
| All | -55.4% | +150.6% | -206.0% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling