-60.3%
TSLL vs EXR
-4.5%
-55.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.6% | -21.3% | -21.5% |
| 7D | -28.9% | +6.8% | -35.7% | -32.4% |
| 30D | -21.4% | +19.6% | -41.0% | -31.9% |
| 3M | +5.0% | +8.0% | -3.0% | -1.5% |
| 6M | -36.6% | +17.2% | -53.7% | -45.1% |
| YTD | -56.6% | +27.2% | -83.9% | -65.6% |
| 1Y | -60.9% | +26.1% | -86.9% | -68.9% |
| 3Y | -25.2% | +70.7% | -95.9% | -57.7% |
| All | -60.3% | -4.5% | -55.8% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling