+83.8%
XLF vs TSLL
-57.4%
+141.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.8% | +11.1% | -0.1% |
| 7D | 0.0% | +1.9% | -1.9% | -0.2% |
| 30D | +0.2% | +17.8% | -17.6% | -1.1% |
| 3M | +11.7% | -37.0% | +48.7% | +13.6% |
| 6M | +13.8% | -37.7% | +51.5% | +15.2% |
| YTD | +7.0% | -51.4% | +58.4% | +9.8% |
| 1Y | +9.1% | -23.4% | +32.5% | +7.5% |
| 3Y | +75.6% | -30.8% | +106.4% | +60.9% |
| All | +83.8% | -57.4% | +141.2% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling