-46.0%
TSLL vs EXE
-18.4%
-27.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.9% | -3.4% | -6.5% |
| 7D | -9.4% | -4.7% | -4.8% | -9.7% |
| 30D | +1.6% | +1.0% | +0.5% | +1.8% |
| 3M | +29.4% | -5.6% | +35.0% | +29.0% |
| 6M | -20.1% | -12.3% | -7.8% | -20.5% |
| YTD | -44.5% | -19.5% | -25.0% | -44.0% |
| 1Y | -46.0% | -18.9% | -27.1% | -46.2% |
| All | -46.0% | -18.4% | -27.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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