-46.0%
TSLL vs EXPE
+48.9%
-94.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +10.5% | -16.9% | -5.9% |
| 7D | -9.4% | +14.6% | -24.1% | -8.9% |
| 30D | +1.6% | +21.4% | -19.8% | +2.0% |
| 3M | +29.4% | +1.4% | +28.0% | +30.1% |
| 6M | -20.1% | +28.6% | -48.7% | -21.8% |
| YTD | -44.5% | +12.1% | -56.6% | -47.1% |
| 1Y | -46.0% | +50.0% | -96.0% | -44.5% |
| All | -46.0% | +48.9% | -94.9% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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