+43.4%
XLK vs TSLL
-22.3%
+65.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.8% | +12.6% | +2.5% |
| 7D | +0.9% | +1.9% | -1.0% | +0.2% |
| 30D | +0.7% | +17.8% | -17.0% | -2.4% |
| 3M | -2.9% | -37.0% | +34.1% | +1.7% |
| 6M | +34.3% | -37.7% | +71.9% | +39.3% |
| YTD | +30.4% | -51.4% | +81.8% | +38.3% |
| 1Y | +43.4% | -23.4% | +66.7% | +52.0% |
| All | +43.4% | -22.3% | +65.7% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling