-55.4%
TSLL vs EXEL
+171.8%
-227.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.6% | -11.8% |
| 7D | +1.9% | +8.4% | -6.5% | -1.5% |
| 30D | +17.8% | +4.1% | +13.7% | +15.5% |
| 3M | -37.0% | +12.4% | -49.4% | -40.7% |
| 6M | -37.7% | +41.5% | -79.2% | -47.3% |
| YTD | -51.4% | +34.6% | -86.0% | -58.3% |
| 1Y | -23.4% | +57.9% | -81.2% | -39.3% |
| 3Y | -30.8% | +159.5% | -190.3% | -52.1% |
| All | -55.4% | +171.8% | -227.2% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling