-55.4%
TSLL vs XOP
+61.0%
-116.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.0% | -11.2% |
| 7D | +1.9% | +2.6% | -0.7% | 0.0% |
| 30D | +17.8% | +15.4% | +2.3% | +5.7% |
| 3M | -37.0% | +12.1% | -49.1% | -42.7% |
| 6M | -37.7% | +19.7% | -57.4% | -49.3% |
| YTD | -51.4% | +52.4% | -103.8% | -68.8% |
| 1Y | -23.4% | +47.6% | -70.9% | -49.7% |
| 3Y | -30.8% | +34.4% | -65.1% | -52.3% |
| All | -55.4% | +61.0% | -116.4% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling