-24.9%
TSLL vs EXEL
+227.0%
-251.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.6% | -16.3% | -19.6% |
| 7D | -28.9% | +3.8% | -32.7% | -29.5% |
| 30D | -21.4% | +17.8% | -39.2% | -26.0% |
| 3M | +5.0% | +21.2% | -16.2% | -2.7% |
| 6M | -36.6% | +54.7% | -91.2% | -47.7% |
| YTD | -56.6% | +56.8% | -113.4% | -64.8% |
| 1Y | -60.9% | +70.2% | -131.1% | -69.4% |
| All | -24.9% | +227.0% | -251.9% | -38.5% |
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