-54.3%
TSLL vs EXR
+26.1%
-80.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.2% | +8.6% |
| 7D | -21.2% | +5.2% | -26.4% | -20.8% |
| 30D | -13.3% | +20.9% | -34.2% | -11.8% |
| 3M | +15.4% | +7.7% | +7.7% | +16.1% |
| 6M | -34.2% | +13.2% | -47.4% | -34.2% |
| YTD | -52.9% | +26.5% | -79.4% | -48.2% |
| 1Y | -54.3% | +27.2% | -81.5% | -50.1% |
| All | -54.3% | +26.1% | -80.4% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling