-23.4%
TSLL vs EXPE
+40.7%
-64.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.2% | -11.7% |
| 7D | +1.9% | -9.5% | +11.4% | +2.9% |
| 30D | +17.8% | -6.6% | +24.4% | +18.3% |
| 3M | -37.0% | +31.4% | -68.4% | -40.2% |
| 6M | -37.7% | +35.2% | -72.9% | -41.2% |
| YTD | -51.4% | +5.8% | -57.2% | -53.3% |
| 1Y | -23.4% | +38.7% | -62.0% | -28.3% |
| All | -23.4% | +40.7% | -64.0% | -28.3% |
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