-51.9%
TSLL vs EME
+576.4%
-628.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.5% | +5.3% | +5.6% |
| 7D | +5.8% | +5.2% | +0.6% | +1.0% |
| 30D | +21.7% | -5.4% | +27.1% | +26.7% |
| 3M | -28.2% | -6.1% | -22.1% | -25.4% |
| 6M | -29.5% | +9.7% | -39.1% | -37.1% |
| YTD | -47.5% | +26.6% | -74.1% | -59.9% |
| 1Y | -20.8% | +24.6% | -45.4% | -39.8% |
| 3Y | -26.7% | +249.6% | -276.3% | -74.9% |
| All | -51.9% | +576.4% | -628.3% | -91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling