-44.0%
TSLL vs XOP
+39.3%
-83.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +6.2% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +2.7% | -7.3% | +9.9% | +0.6% |
| 3M | +26.3% | +1.4% | +24.9% | +27.4% |
| 6M | -37.2% | +7.8% | -44.9% | -34.1% |
| YTD | -44.2% | +44.5% | -88.8% | -44.6% |
| 1Y | -44.0% | +37.0% | -81.0% | -40.7% |
| All | -44.0% | +39.3% | -83.3% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling