-56.8%
TSLL vs XYZ
+1.5%
-58.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +6.9% | +7.3% |
| 7D | -21.2% | +12.1% | -33.4% | -28.9% |
| 30D | -13.3% | +12.4% | -25.7% | -22.3% |
| 3M | +15.4% | +8.2% | +7.2% | +6.6% |
| 6M | -34.2% | +20.7% | -54.9% | -44.9% |
| YTD | -52.9% | +31.3% | -84.2% | -64.3% |
| 1Y | -54.3% | +20.5% | -74.9% | -62.9% |
| 3Y | -18.4% | +72.6% | -91.0% | -46.2% |
| All | -56.8% | +1.5% | -58.4% | -63.0% |
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