-48.4%
TSLL vs EME
-2.7%
-45.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.8% |
| 7D | -11.0% | -8.8% | -2.3% | -4.2% |
| 30D | -5.3% | -18.2% | +12.9% | +9.9% |
| 3M | +20.8% | -20.2% | +41.0% | +41.3% |
| 6M | -36.0% | -29.9% | -6.1% | -15.1% |
| YTD | -47.3% | +5.7% | -53.0% | -54.2% |
| 1Y | -48.4% | -1.5% | -47.0% | -49.5% |
| All | -48.4% | -2.7% | -45.8% | -49.5% |
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 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