-18.4%
TSLL vs EXPE
+131.0%
-149.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.9% | +13.5% | +11.2% |
| 7D | -21.2% | -9.3% | -11.9% | -16.7% |
| 30D | -13.3% | +0.1% | -13.4% | -14.2% |
| 3M | +15.4% | -15.3% | +30.7% | +22.7% |
| 6M | -34.2% | +5.5% | -39.7% | -41.0% |
| YTD | -52.9% | -8.0% | -44.9% | -55.1% |
| 1Y | -54.3% | +18.9% | -73.2% | -66.4% |
| 3Y | -18.4% | +135.5% | -153.9% | -66.4% |
| All | -18.4% | +131.0% | -149.3% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling