-49.1%
TSLL vs XYZ
+0.5%
-49.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -5.9% |
| 7D | +17.8% | -1.1% | +18.9% | +18.5% |
| 30D | +8.2% | +11.5% | -3.3% | -2.7% |
| 3M | +20.9% | +1.8% | +19.1% | +16.7% |
| 6M | -37.5% | +21.2% | -58.7% | -47.8% |
| YTD | -44.5% | +29.9% | -74.4% | -57.7% |
| 1Y | -33.0% | +35.8% | -68.7% | -51.1% |
| 3Y | -6.4% | +62.6% | -69.0% | -36.1% |
| All | -49.1% | +0.5% | -49.6% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling