-56.8%
TSLL vs XRT
+38.7%
-95.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.7% | +10.4% | +11.4% |
| 7D | -21.2% | +0.9% | -22.1% | -22.7% |
| 30D | -13.3% | +7.9% | -21.2% | -25.0% |
| 3M | +15.4% | -0.2% | +15.6% | +12.6% |
| 6M | -34.2% | +5.6% | -39.8% | -41.5% |
| YTD | -52.9% | +5.7% | -58.6% | -58.5% |
| 1Y | -54.3% | +14.6% | -68.9% | -65.5% |
| 3Y | -18.4% | +50.7% | -69.0% | -54.7% |
| All | -56.8% | +38.7% | -95.5% | -74.0% |
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