-33.0%
TSLL vs EXC
+3.6%
-36.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -2.5% |
| 7D | +17.8% | +1.4% | +16.5% | +19.4% |
| 30D | +8.2% | +8.6% | -0.3% | +17.0% |
| 3M | +20.9% | +2.4% | +18.5% | +23.9% |
| 6M | -37.5% | +6.5% | -44.0% | -34.5% |
| YTD | -44.5% | +9.0% | -53.5% | -41.8% |
| 1Y | -33.0% | +4.6% | -37.5% | -26.9% |
| All | -33.0% | +3.6% | -36.6% | -26.9% |
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