-60.3%
TSLL vs EXEL
+216.5%
-276.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.6% | -16.3% | -19.6% |
| 7D | -28.9% | +3.8% | -32.7% | -29.6% |
| 30D | -21.4% | +17.8% | -39.2% | -26.2% |
| 3M | +5.0% | +21.2% | -16.2% | -2.9% |
| 6M | -36.6% | +54.7% | -91.2% | -47.8% |
| YTD | -56.6% | +56.8% | -113.4% | -64.9% |
| 1Y | -60.9% | +70.2% | -131.1% | -69.5% |
| 3Y | -25.2% | +227.2% | -252.4% | -53.0% |
| All | -60.3% | +216.5% | -276.8% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling