+167.3%
XLK vs TSLL
-57.4%
+224.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.8% | +12.6% | +2.2% |
| 7D | +0.9% | +1.9% | -1.0% | +0.3% |
| 30D | +0.7% | +17.8% | -17.0% | -1.8% |
| 3M | -2.9% | -37.0% | +34.1% | +0.9% |
| 6M | +34.3% | -37.7% | +71.9% | +38.7% |
| YTD | +30.4% | -51.4% | +81.8% | +38.2% |
| 1Y | +43.4% | -23.4% | +66.7% | +41.7% |
| 3Y | +116.8% | -30.8% | +147.6% | +88.2% |
| All | +167.3% | -57.4% | +224.7% | +150.8% |
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 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