-48.9%
TSLL vs EXPE
+153.3%
-202.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +4.4% |
| 7D | +0.5% | -17.8% | +18.2% | +13.8% |
| 30D | +2.7% | -3.2% | +5.9% | +3.4% |
| 3M | +26.3% | -19.0% | +45.2% | +38.7% |
| 6M | -37.2% | +17.7% | -54.9% | -47.5% |
| YTD | -44.2% | -7.8% | -36.5% | -47.4% |
| 1Y | -44.0% | -1.4% | -42.6% | -50.3% |
| 3Y | 0.0% | +121.9% | -121.9% | -55.0% |
| All | -48.9% | +153.3% | -202.2% | -80.4% |
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