-49.1%
TSLL vs EXE
+12.6%
-61.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.2% |
| 7D | +17.8% | +5.3% | +12.5% | +14.3% |
| 30D | +8.2% | -2.2% | +10.4% | +10.0% |
| 3M | +20.9% | -5.9% | +26.8% | +25.2% |
| 6M | -37.5% | -5.7% | -31.8% | -36.0% |
| YTD | -44.5% | -17.8% | -26.7% | -39.0% |
| 1Y | -33.0% | -23.1% | -9.8% | -23.0% |
| 3Y | -6.4% | +21.2% | -27.6% | -18.8% |
| All | -49.1% | +12.6% | -61.8% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling