-60.3%
TSLL vs XRT
+41.1%
-101.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.8% | -19.1% | -17.3% |
| 7D | -28.9% | +2.3% | -31.2% | -31.6% |
| 30D | -21.4% | +9.8% | -31.2% | -33.7% |
| 3M | +5.0% | -0.2% | +5.2% | +2.9% |
| 6M | -36.6% | +8.4% | -44.9% | -45.8% |
| YTD | -56.6% | +7.5% | -64.2% | -62.7% |
| 1Y | -60.9% | +13.2% | -74.0% | -69.5% |
| 3Y | -25.2% | +52.0% | -77.2% | -59.0% |
| All | -60.3% | +41.1% | -101.4% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling