-18.4%
TSLL vs XYL
+5.2%
-23.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.2% | +10.9% | +10.7% |
| 7D | -21.2% | +5.9% | -27.1% | -25.8% |
| 30D | -13.3% | -3.9% | -9.4% | -14.4% |
| 3M | +15.4% | -18.7% | +34.1% | +38.4% |
| 6M | -34.2% | -16.9% | -17.4% | -24.8% |
| YTD | -52.9% | -27.4% | -25.5% | -38.4% |
| 1Y | -54.3% | -34.0% | -20.3% | -30.4% |
| 3Y | -18.4% | +5.6% | -24.0% | -23.4% |
| All | -18.4% | +5.2% | -23.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling