-46.0%
TSLL vs XYZ
+19.9%
-65.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +15.3% | -21.6% | -13.4% |
| 7D | -9.4% | +16.5% | -25.9% | -16.7% |
| 30D | +1.6% | +15.0% | -13.4% | -6.2% |
| 3M | +29.4% | +3.5% | +25.9% | +26.6% |
| 6M | -20.1% | +21.9% | -42.0% | -29.1% |
| YTD | -44.5% | +34.6% | -79.1% | -51.2% |
| 1Y | -46.0% | +20.7% | -66.7% | -47.8% |
| All | -46.0% | +19.9% | -65.9% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling