-47.2%
TSLL vs EXPE
+154.5%
-201.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.1% |
| 7D | +33.0% | -4.2% | +37.2% | +35.9% |
| 30D | +7.7% | -4.5% | +12.2% | +9.5% |
| 3M | +34.7% | -19.7% | +54.4% | +49.0% |
| 6M | -31.5% | +18.3% | -49.8% | -42.9% |
| YTD | -42.4% | -7.3% | -35.0% | -45.8% |
| 1Y | -39.7% | -3.9% | -35.8% | -45.2% |
| 3Y | +3.4% | +123.0% | -119.6% | -53.6% |
| All | -47.2% | +154.5% | -201.7% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling