-35.3%
TSLL vs EME
+237.8%
-273.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.7% | -13.6% | -13.5% |
| 7D | +1.9% | +1.9% | 0.0% | -0.2% |
| 30D | +17.8% | -8.3% | +26.0% | +26.5% |
| 3M | -37.0% | -10.7% | -26.3% | -30.8% |
| 6M | -37.7% | +1.9% | -39.6% | -40.9% |
| YTD | -51.4% | +23.5% | -74.8% | -62.9% |
| 1Y | -23.4% | +18.0% | -41.3% | -40.5% |
| All | -35.3% | +237.8% | -273.1% | -77.3% |
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