+81.5%
XLF vs TSLL
-58.7%
+140.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.6% | -9.2% | -1.1% |
| 7D | +1.2% | -21.2% | +22.4% | +2.4% |
| 30D | +6.3% | -13.3% | +19.6% | +6.9% |
| 3M | -0.8% | +15.4% | -16.2% | -2.3% |
| 6M | +11.0% | -34.2% | +45.3% | +11.9% |
| YTD | +5.6% | -52.9% | +58.5% | +8.2% |
| 1Y | +10.8% | -54.3% | +65.1% | +13.3% |
| 3Y | +77.8% | -18.4% | +96.2% | +60.3% |
| All | +81.5% | -58.7% | +140.2% | +79.6% |
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 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