-49.1%
TSLL vs EXPE
+151.5%
-200.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.0% |
| 7D | +17.8% | -0.5% | +18.3% | +18.2% |
| 30D | +8.2% | -6.1% | +14.3% | +11.2% |
| 3M | +20.9% | -21.3% | +42.2% | +35.3% |
| 6M | -37.5% | +19.0% | -56.5% | -48.1% |
| YTD | -44.5% | -8.4% | -36.1% | -47.4% |
| 1Y | -33.0% | -2.8% | -30.2% | -40.0% |
| 3Y | -6.4% | +120.8% | -127.1% | -57.7% |
| All | -49.1% | +151.5% | -200.7% | -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