-35.3%
TSLL vs EXR
+22.7%
-58.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.6% | -11.0% |
| 7D | +1.9% | -2.6% | +4.5% | +3.7% |
| 30D | +17.8% | -7.2% | +25.0% | +23.8% |
| 3M | -37.0% | -3.5% | -33.5% | -36.4% |
| 6M | -37.7% | -5.3% | -32.4% | -36.3% |
| YTD | -51.4% | +9.4% | -60.7% | -55.8% |
| 1Y | -23.4% | +1.3% | -24.7% | -26.6% |
| All | -35.3% | +22.7% | -58.1% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling