+84.1%
XLF vs TSLL
-54.2%
+138.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.9% | -9.5% | +0.8% |
| 7D | +0.7% | -14.3% | +15.1% | +1.5% |
| 30D | +6.0% | -6.2% | +12.1% | +6.0% |
| 3M | +1.0% | +21.2% | -20.2% | -0.8% |
| 6M | +14.0% | -36.6% | +50.6% | +15.2% |
| YTD | +7.2% | -47.8% | +54.9% | +9.0% |
| 1Y | +11.6% | -45.2% | +56.8% | +12.8% |
| 3Y | +81.2% | -3.3% | +84.4% | +61.4% |
| All | +84.1% | -54.2% | +138.4% | +81.0% |
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