-20.8%
TSLL vs XYZ
+6.7%
-27.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.2% | +11.1% | +9.8% |
| 7D | +5.8% | +2.9% | +2.9% | +3.8% |
| 30D | +21.7% | +1.4% | +20.3% | +20.9% |
| 3M | -28.2% | +14.6% | -42.8% | -33.8% |
| 6M | -29.5% | +20.8% | -50.2% | -37.1% |
| YTD | -47.5% | +23.1% | -70.6% | -52.2% |
| 1Y | -20.8% | +5.6% | -26.4% | -12.3% |
| All | -20.8% | +6.7% | -27.5% | -12.3% |
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