-44.0%
TSLL vs EME
+2.7%
-46.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +3.2% |
| 7D | +0.5% | +4.3% | -3.8% | -1.6% |
| 30D | +2.7% | -14.4% | +17.0% | +15.1% |
| 3M | +26.3% | -18.3% | +44.6% | +45.0% |
| 6M | -37.2% | -28.3% | -8.8% | -18.2% |
| YTD | -44.2% | +9.2% | -53.4% | -52.7% |
| 1Y | -44.0% | +4.3% | -48.2% | -48.7% |
| All | -44.0% | +2.7% | -46.7% | -48.7% |
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