-52.1%
TSLL vs EME
+471.5%
-523.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.3% | +3.6% | +4.2% |
| 7D | -14.3% | -4.4% | -9.9% | -10.0% |
| 30D | -6.2% | -17.3% | +11.1% | +12.3% |
| 3M | +21.2% | -20.0% | +41.2% | +47.2% |
| 6M | -36.6% | -29.1% | -7.5% | -13.9% |
| YTD | -47.8% | +6.9% | -54.7% | -53.4% |
| 1Y | -45.2% | +0.8% | -46.0% | -47.9% |
| 3Y | -3.3% | +214.4% | -217.7% | -62.9% |
| All | -52.1% | +471.5% | -523.6% | -90.5% |
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