-6.4%
TSLL vs EXEL
+230.5%
-236.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.2% |
| 7D | +17.8% | -0.8% | +18.7% | +18.4% |
| 30D | +8.2% | +13.1% | -4.9% | +3.7% |
| 3M | +20.9% | +36.3% | -15.5% | +7.0% |
| 6M | -37.5% | +34.5% | -72.0% | -45.1% |
| YTD | -44.5% | +57.4% | -101.9% | -55.1% |
| 1Y | -33.0% | +62.9% | -95.9% | -46.6% |
| 3Y | -6.4% | +229.5% | -235.9% | -25.2% |
| All | -6.4% | +230.5% | -236.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling