-48.9%
TSLL vs XYZ
+32.9%
-81.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.6% | +7.3% | +9.2% |
| 7D | -14.3% | +14.9% | -29.2% | -19.7% |
| 30D | -6.2% | +14.7% | -20.8% | -12.2% |
| 3M | +21.2% | +12.1% | +9.1% | +15.0% |
| 6M | -36.6% | +18.3% | -54.9% | -42.0% |
| YTD | -47.8% | +36.1% | -83.8% | -53.6% |
| All | -48.9% | +32.9% | -81.8% | -54.0% |
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 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