-52.1%
TSLL vs EXEL
+230.4%
-282.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.8% | +9.6% |
| 7D | -14.3% | +2.3% | -16.6% | -14.6% |
| 30D | -6.2% | +19.8% | -26.0% | -12.4% |
| 3M | +21.2% | +32.7% | -11.5% | +8.1% |
| 6M | -36.6% | +49.0% | -85.5% | -46.7% |
| YTD | -47.8% | +63.7% | -111.4% | -58.5% |
| 1Y | -45.2% | +75.8% | -121.0% | -57.8% |
| 3Y | -3.3% | +241.3% | -244.5% | -40.2% |
| All | -52.1% | +230.4% | -282.6% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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