-47.2%
TSLL vs EXEL
+221.7%
-268.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.9% |
| 7D | +33.0% | +1.6% | +31.3% | +32.2% |
| 30D | +7.7% | +17.4% | -9.7% | +1.5% |
| 3M | +34.7% | +38.6% | -3.9% | +18.1% |
| 6M | -31.5% | +41.2% | -72.7% | -41.2% |
| YTD | -42.4% | +59.3% | -101.7% | -53.7% |
| 1Y | -39.7% | +60.2% | -99.9% | -51.5% |
| 3Y | +3.4% | +232.6% | -229.2% | -35.4% |
| All | -47.2% | +221.7% | -268.9% | -69.7% |
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