-18.4%
TSLL vs EME
+191.8%
-210.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.4% | +6.5% |
| 7D | -21.2% | -10.5% | -10.8% | -11.7% |
| 30D | -13.3% | -22.4% | +9.1% | +11.4% |
| 3M | +15.4% | -24.7% | +40.1% | +49.9% |
| 6M | -34.2% | -35.5% | +1.2% | -0.4% |
| YTD | -52.9% | -0.3% | -52.6% | -56.3% |
| 1Y | -54.3% | -6.7% | -47.6% | -54.1% |
| 3Y | -18.4% | +190.6% | -209.0% | -67.3% |
| All | -18.4% | +191.8% | -210.2% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling