-37.7%
TSLL vs XRT
+2.0%
-39.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.0% | -12.8% | -13.1% |
| 7D | +1.9% | +0.8% | +1.1% | +0.6% |
| 30D | +17.8% | -4.2% | +22.0% | +24.4% |
| 3M | -37.0% | +5.1% | -42.1% | -40.5% |
| 6M | -37.7% | +2.4% | -40.1% | -36.9% |
| All | -37.7% | +2.0% | -39.6% | -36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling