-52.1%
TSLL vs XYZ
+5.2%
-57.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.6% | +7.3% | +8.2% |
| 7D | -14.3% | +14.9% | -29.2% | -23.9% |
| 30D | -6.2% | +14.7% | -20.8% | -17.0% |
| 3M | +21.2% | +12.1% | +9.1% | +9.2% |
| 6M | -36.6% | +18.3% | -54.9% | -45.9% |
| YTD | -47.8% | +36.1% | -83.8% | -61.4% |
| 1Y | -45.2% | +35.3% | -80.5% | -59.4% |
| 3Y | -3.3% | +73.5% | -76.7% | -36.7% |
| All | -52.1% | +5.2% | -57.3% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling