-2.8%
TSLL vs XYZ
+61.5%
-64.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.0% | +7.4% | +6.7% |
| 7D | +33.0% | -2.1% | +35.1% | +35.3% |
| 30D | +7.7% | +7.0% | +0.7% | -0.7% |
| 3M | +34.7% | +5.1% | +29.6% | +26.1% |
| 6M | -31.5% | +14.1% | -45.6% | -41.2% |
| YTD | -42.4% | +26.4% | -68.7% | -56.6% |
| 1Y | -39.7% | +25.1% | -64.8% | -54.4% |
| All | -2.8% | +61.5% | -64.2% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling