-55.4%
TSLL vs XYZ
-1.7%
-53.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -11.3% |
| 7D | +1.9% | -1.0% | +2.9% | +2.5% |
| 30D | +17.8% | -1.7% | +19.5% | +19.4% |
| 3M | -37.0% | +16.7% | -53.8% | -44.2% |
| 6M | -37.7% | +26.9% | -64.5% | -48.8% |
| YTD | -51.4% | +27.1% | -78.5% | -61.4% |
| 1Y | -23.4% | +9.3% | -32.6% | -31.4% |
| 3Y | -30.8% | +42.3% | -73.1% | -47.4% |
| All | -55.4% | -1.7% | -53.8% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling