-48.9%
TSLL vs XRT
+43.1%
-92.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.9% |
| 7D | +0.5% | -1.4% | +1.9% | +4.0% |
| 30D | +2.7% | +9.8% | -7.1% | -13.2% |
| 3M | +26.3% | +3.3% | +23.0% | +17.0% |
| 6M | -37.2% | +13.6% | -50.8% | -50.0% |
| YTD | -44.2% | +9.1% | -53.3% | -53.1% |
| 1Y | -44.0% | +15.1% | -59.0% | -57.5% |
| 3Y | 0.0% | +59.9% | -59.9% | -49.2% |
| All | -48.9% | +43.1% | -92.0% | -70.7% |
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