-23.4%
TSLL vs EMR
+19.4%
-42.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.7% | -13.6% | -13.1% |
| 7D | +1.9% | -1.5% | +3.4% | +2.8% |
| 30D | +17.8% | -5.6% | +23.4% | +22.4% |
| 3M | -37.0% | +7.9% | -44.9% | -40.5% |
| 6M | -37.7% | +6.0% | -43.7% | -41.6% |
| YTD | -51.4% | +16.4% | -67.8% | -58.6% |
| 1Y | -23.4% | +16.6% | -40.0% | -34.6% |
| All | -23.4% | +19.4% | -42.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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