-35.3%
TSLL vs XOP
+33.7%
-69.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.0% | -11.1% |
| 7D | +1.9% | +2.6% | -0.7% | -0.3% |
| 30D | +17.8% | +15.4% | +2.3% | +4.1% |
| 3M | -37.0% | +12.1% | -49.1% | -43.5% |
| 6M | -37.7% | +19.7% | -57.4% | -51.6% |
| YTD | -51.4% | +52.4% | -103.8% | -72.4% |
| 1Y | -23.4% | +47.6% | -70.9% | -55.3% |
| All | -35.3% | +33.7% | -69.0% | -64.4% |
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