-52.1%
TSLL vs EXR
-4.4%
-47.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.6% | +10.3% | +10.4% |
| 7D | -14.3% | +2.7% | -17.0% | -16.1% |
| 30D | -6.2% | +18.9% | -25.1% | -18.3% |
| 3M | +21.2% | +8.4% | +12.8% | +13.4% |
| 6M | -36.6% | +14.3% | -50.9% | -44.0% |
| YTD | -47.8% | +27.2% | -75.0% | -58.5% |
| 1Y | -45.2% | +25.9% | -71.2% | -56.4% |
| 3Y | -3.3% | +54.6% | -57.9% | -39.2% |
| All | -52.1% | -4.4% | -47.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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