-56.8%
TSLL vs XME
+97.6%
-154.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.4% | +5.3% | +4.4% |
| 7D | -21.2% | -4.5% | -16.8% | -15.2% |
| 30D | -13.3% | -10.9% | -2.4% | +1.7% |
| 3M | +15.4% | -15.3% | +30.6% | +44.2% |
| 6M | -34.2% | -24.6% | -9.6% | -4.5% |
| YTD | -52.9% | -9.6% | -43.3% | -47.4% |
| 1Y | -54.3% | +2.9% | -57.3% | -57.3% |
| 3Y | -18.4% | +86.9% | -105.3% | -61.1% |
| All | -56.8% | +97.6% | -154.4% | -79.2% |
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 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