-52.1%
TSLL vs EXE
+8.6%
-60.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +9.9% |
| 7D | -14.3% | -3.9% | -10.4% | -11.9% |
| 30D | -6.2% | -2.6% | -3.6% | -4.5% |
| 3M | +21.2% | -6.9% | +28.0% | +26.2% |
| 6M | -36.6% | -9.3% | -27.3% | -33.5% |
| YTD | -47.8% | -20.7% | -27.0% | -41.3% |
| 1Y | -45.2% | -21.8% | -23.4% | -38.2% |
| 3Y | -3.3% | +16.2% | -19.5% | -14.0% |
| All | -52.1% | +8.6% | -60.8% | -52.9% |
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