+18.8%
XLK vs TSLL
-42.8%
+61.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.0% |
| 7D | +7.0% | +33.0% | -25.9% | +1.4% |
| 30D | -11.5% | +7.7% | -19.2% | -13.2% |
| 3M | -7.9% | +34.7% | -42.6% | -13.9% |
| 6M | -0.6% | -31.5% | +30.9% | +2.0% |
| YTD | +21.1% | -42.4% | +63.5% | +24.1% |
| 1Y | +18.8% | -39.7% | +58.5% | +20.1% |
| All | +18.8% | -42.8% | +61.7% | +20.1% |
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