-55.4%
TSLL vs EXC
+13.0%
-68.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -12.0% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | +17.8% | -3.7% | +21.5% | +17.4% |
| 3M | -37.0% | -1.3% | -35.7% | -37.3% |
| 6M | -37.7% | -9.7% | -28.0% | -37.7% |
| YTD | -51.4% | +2.9% | -54.3% | -51.9% |
| 1Y | -23.4% | +4.4% | -27.8% | -24.4% |
| 3Y | -30.8% | +22.2% | -53.0% | -36.0% |
| All | -55.4% | +13.0% | -68.4% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling