-48.9%
TSLL vs EXEL
+74.8%
-123.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.8% | +9.9% |
| 7D | -14.3% | +2.3% | -16.6% | -14.3% |
| 30D | -6.2% | +19.8% | -26.0% | -9.0% |
| 3M | +21.2% | +32.7% | -11.5% | +14.7% |
| 6M | -36.6% | +49.0% | -85.5% | -42.6% |
| YTD | -47.8% | +63.7% | -111.4% | -54.9% |
| All | -48.9% | +74.8% | -123.8% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling