-46.0%
TSLL vs EXC
+1.0%
-47.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.6% | -7.9% | -5.0% |
| 7D | -9.4% | +3.3% | -12.7% | -6.9% |
| 30D | +1.6% | +13.3% | -11.7% | +13.1% |
| 3M | +29.4% | +1.8% | +27.6% | +31.4% |
| 6M | -20.1% | +1.1% | -21.2% | -18.0% |
| YTD | -44.5% | +9.0% | -53.5% | -42.2% |
| 1Y | -46.0% | +3.4% | -49.4% | -42.5% |
| All | -46.0% | +1.0% | -47.1% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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