-37.7%
TSLL vs EXE
-6.7%
-31.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -12.1% |
| 7D | +1.9% | -0.3% | +2.1% | +1.9% |
| 30D | +17.8% | +8.5% | +9.3% | +20.0% |
| 3M | -37.0% | +5.5% | -42.5% | -35.9% |
| 6M | -37.7% | -5.9% | -31.8% | -36.3% |
| All | -37.7% | -6.7% | -31.0% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling