-6.4%
TSLL vs XOP
+43.8%
-50.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.5% |
| 7D | +17.8% | +6.3% | +11.5% | +11.6% |
| 30D | +8.2% | -6.6% | +14.8% | +14.7% |
| 3M | +20.9% | +3.6% | +17.3% | +16.0% |
| 6M | -37.5% | +10.8% | -48.3% | -45.4% |
| YTD | -44.5% | +48.3% | -92.8% | -69.7% |
| 1Y | -33.0% | +42.9% | -75.9% | -62.0% |
| 3Y | -6.4% | +43.3% | -49.7% | -47.3% |
| All | -6.4% | +43.8% | -50.2% | -47.3% |
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