-51.7%
TSLL vs XRT
+43.2%
-94.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.5% |
| 7D | -11.0% | +4.1% | -15.1% | -16.7% |
| 30D | -5.3% | +9.9% | -15.2% | -20.1% |
| 3M | +20.8% | +2.3% | +18.6% | +13.8% |
| 6M | -36.0% | +9.6% | -45.6% | -46.2% |
| YTD | -47.3% | +9.1% | -56.4% | -55.7% |
| 1Y | -48.4% | +16.2% | -64.7% | -61.6% |
| 3Y | -5.4% | +60.1% | -65.5% | -52.1% |
| All | -51.7% | +43.2% | -94.9% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling