-24.9%
TSLL vs EXC
+28.8%
-53.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.6% | -22.5% | -21.5% |
| 7D | -28.9% | +1.4% | -30.2% | -28.2% |
| 30D | -21.4% | +11.6% | -33.1% | -15.6% |
| 3M | +5.0% | +2.7% | +2.3% | +7.2% |
| 6M | -36.6% | +2.7% | -39.2% | -34.4% |
| YTD | -56.6% | +9.7% | -66.4% | -53.5% |
| 1Y | -60.9% | +4.5% | -65.4% | -58.9% |
| All | -24.9% | +28.8% | -53.7% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling