-55.4%
TSLL vs EXPE
+190.6%
-246.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.2% | -10.8% |
| 7D | +1.9% | -9.5% | +11.4% | +8.3% |
| 30D | +17.8% | -6.6% | +24.4% | +21.6% |
| 3M | -37.0% | +31.4% | -68.4% | -49.3% |
| 6M | -37.7% | +35.2% | -72.9% | -52.2% |
| YTD | -51.4% | +5.8% | -57.2% | -56.7% |
| 1Y | -23.4% | +38.7% | -62.0% | -47.4% |
| 3Y | -30.8% | +175.8% | -206.6% | -72.4% |
| All | -55.4% | +190.6% | -246.0% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling