-24.9%
TSLL vs EXE
+4.7%
-29.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.3% | -19.6% | -20.3% |
| 7D | -28.9% | -5.6% | -23.2% | -25.6% |
| 30D | -21.4% | -3.3% | -18.2% | -19.4% |
| 3M | +5.0% | -5.5% | +10.4% | +8.8% |
| 6M | -36.6% | -13.4% | -23.1% | -30.6% |
| YTD | -56.6% | -21.3% | -35.3% | -49.8% |
| 1Y | -60.9% | -20.7% | -40.2% | -55.7% |
| All | -24.9% | +4.7% | -29.6% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling