-37.7%
TSLL vs EXPE
+37.3%
-75.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.2% | -11.8% |
| 7D | +1.9% | -9.5% | +11.4% | +2.4% |
| 30D | +17.8% | -6.6% | +24.4% | +17.7% |
| 3M | -37.0% | +31.4% | -68.4% | -40.6% |
| 6M | -37.7% | +35.2% | -72.9% | -42.5% |
| All | -37.7% | +37.3% | -75.0% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling