-54.3%
TSLL vs EXEL
+73.7%
-128.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.3% | +7.4% | +8.3% |
| 7D | -21.2% | +0.3% | -21.5% | -20.6% |
| 30D | -13.3% | +19.0% | -32.3% | -15.7% |
| 3M | +15.4% | +33.3% | -17.9% | +9.0% |
| 6M | -34.2% | +42.9% | -77.1% | -40.2% |
| YTD | -52.9% | +58.7% | -111.6% | -59.3% |
| 1Y | -54.3% | +70.5% | -124.9% | -62.1% |
| All | -54.3% | +73.7% | -128.1% | -62.1% |
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