-39.7%
TSLL vs EXC
+3.2%
-42.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.4% |
| 7D | +33.0% | -1.9% | +34.9% | +30.9% |
| 30D | +7.7% | +7.8% | -0.1% | +15.1% |
| 3M | +34.7% | +1.9% | +32.9% | +37.2% |
| 6M | -31.5% | +3.4% | -34.9% | -29.9% |
| YTD | -42.4% | +7.6% | -49.9% | -41.4% |
| 1Y | -39.7% | +2.1% | -41.8% | -35.0% |
| All | -39.7% | +3.2% | -42.9% | -35.0% |
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