-46.0%
TSLL vs EME
-3.1%
-42.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.6% | +3.3% | +0.6% |
| 7D | -9.4% | -5.8% | -3.6% | -5.8% |
| 30D | +1.6% | -17.9% | +19.5% | +16.5% |
| 3M | +29.4% | -22.0% | +51.4% | +53.0% |
| 6M | -20.1% | -29.7% | +9.6% | +5.4% |
| YTD | -44.5% | +4.7% | -49.2% | -54.0% |
| 1Y | -46.0% | -2.1% | -43.9% | -47.6% |
| All | -46.0% | -3.1% | -42.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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