+20.7%
XLK vs TSLL
-48.4%
+69.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +1.1% |
| 7D | -7.6% | -9.4% | +1.8% | -6.1% |
| 30D | -12.2% | +1.6% | -13.7% | -12.6% |
| 3M | -5.5% | +29.4% | -34.9% | -10.7% |
| 6M | +9.2% | -20.1% | +29.3% | +9.7% |
| YTD | +23.0% | -44.5% | +67.5% | +27.8% |
| 1Y | +20.7% | -46.0% | +66.7% | +24.8% |
| All | +20.7% | -48.4% | +69.1% | +24.8% |
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