+96.4%
XLE vs TSLL
-57.4%
+153.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.8% | +11.0% | -0.5% |
| 7D | +2.2% | +1.9% | +0.3% | +2.1% |
| 30D | +11.8% | +17.8% | -6.0% | +11.0% |
| 3M | +9.8% | -37.0% | +46.8% | +10.9% |
| 6M | +15.6% | -37.7% | +53.3% | +16.3% |
| YTD | +45.3% | -51.4% | +96.6% | +47.5% |
| 1Y | +48.3% | -23.4% | +71.7% | +46.5% |
| 3Y | +55.4% | -30.8% | +86.2% | +46.7% |
| All | +96.4% | -57.4% | +153.8% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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