-5.4%
TSLL vs XOP
+37.1%
-42.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.2% |
| 7D | -11.0% | -8.4% | -2.7% | -3.4% |
| 30D | -5.3% | -8.4% | +3.1% | +1.9% |
| 3M | +20.8% | +0.2% | +20.7% | +19.3% |
| 6M | -36.0% | +7.2% | -43.2% | -42.6% |
| YTD | -47.3% | +40.8% | -88.1% | -69.9% |
| 1Y | -48.4% | +36.3% | -84.7% | -69.7% |
| 3Y | -5.4% | +37.2% | -42.6% | -44.7% |
| All | -5.4% | +37.1% | -42.6% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling