+144.2%
XLK vs TSLL
-54.2%
+198.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.9% | -7.2% | +2.3% |
| 7D | -1.9% | -14.3% | +12.4% | -0.2% |
| 30D | -14.0% | -6.2% | -7.9% | -13.7% |
| 3M | -9.0% | +21.2% | -30.2% | -12.1% |
| 6M | -2.4% | -36.6% | +34.2% | +0.6% |
| YTD | +19.1% | -47.8% | +66.9% | +24.4% |
| 1Y | +19.2% | -45.2% | +64.4% | +23.2% |
| 3Y | +99.1% | -3.3% | +102.3% | +65.2% |
| All | +144.2% | -54.2% | +198.4% | +125.9% |
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