-55.4%
TSLL vs XYL
+12.6%
-68.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.0% | -9.8% | -9.6% |
| 7D | +1.9% | -5.0% | +6.9% | +8.1% |
| 30D | +17.8% | -13.2% | +31.0% | +37.5% |
| 3M | -37.0% | -3.7% | -33.3% | -35.4% |
| 6M | -37.7% | -17.7% | -20.0% | -24.7% |
| YTD | -51.4% | -21.5% | -29.8% | -39.2% |
| 1Y | -23.4% | -24.5% | +1.1% | +1.1% |
| 3Y | -30.8% | +6.9% | -37.7% | -36.6% |
| All | -55.4% | +12.6% | -68.1% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling