-51.7%
TSLL vs EXE
+11.1%
-62.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | -0.5% |
| 7D | -11.0% | -2.2% | -8.8% | -9.4% |
| 30D | -5.3% | -0.3% | -5.0% | -4.9% |
| 3M | +20.8% | -9.3% | +30.1% | +27.9% |
| 6M | -36.0% | -7.2% | -28.8% | -33.8% |
| YTD | -47.3% | -18.9% | -28.4% | -41.6% |
| 1Y | -48.4% | -21.7% | -26.7% | -41.8% |
| 3Y | -5.4% | +21.0% | -26.4% | -17.7% |
| All | -51.7% | +11.1% | -62.8% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling