+86.3%
XLF vs TSLL
-51.4%
+137.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.0% |
| 7D | +2.7% | +17.8% | -15.2% | +1.6% |
| 30D | +7.6% | +8.2% | -0.6% | +6.7% |
| 3M | +1.1% | +20.9% | -19.8% | -0.7% |
| 6M | +15.9% | -37.5% | +53.4% | +17.3% |
| YTD | +8.4% | -44.5% | +53.0% | +9.9% |
| 1Y | +12.5% | -33.0% | +45.5% | +12.4% |
| 3Y | +81.6% | -6.4% | +87.9% | +62.5% |
| All | +86.3% | -51.4% | +137.7% | +82.5% |
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