-18.4%
TSLL vs XOP
+25.8%
-44.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.8% |
| 7D | -21.2% | -14.7% | -6.5% | -9.2% |
| 30D | -13.3% | -7.7% | -5.6% | -7.5% |
| 3M | +15.4% | +4.4% | +10.9% | +9.4% |
| 6M | -34.2% | +3.5% | -37.8% | -39.0% |
| YTD | -52.9% | +39.4% | -92.3% | -72.8% |
| 1Y | -54.3% | +39.8% | -94.1% | -74.3% |
| 3Y | -18.4% | +29.7% | -48.0% | -49.2% |
| All | -18.4% | +25.8% | -44.2% | -49.2% |
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