+84.8%
XLF vs TSLL
-49.5%
+134.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -0.9% |
| 7D | +1.2% | +33.0% | -31.7% | -0.5% |
| 30D | +6.2% | +7.7% | -1.5% | +5.3% |
| 3M | +0.9% | +34.7% | -33.9% | -1.6% |
| 6M | +13.6% | -31.5% | +45.2% | +14.4% |
| YTD | +7.6% | -42.4% | +49.9% | +8.8% |
| 1Y | +10.2% | -39.7% | +49.9% | +10.8% |
| 3Y | +79.8% | +3.4% | +76.4% | +59.7% |
| All | +84.8% | -49.5% | +134.3% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling