-46.0%
TSLL vs EMR
+25.6%
-71.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.4% | -8.8% | -7.9% |
| 7D | -9.4% | +1.6% | -11.1% | -10.6% |
| 30D | +1.6% | +5.0% | -3.4% | -1.7% |
| 3M | +29.4% | +7.7% | +21.7% | +22.9% |
| 6M | -20.1% | +26.8% | -46.9% | -32.0% |
| YTD | -44.5% | +29.9% | -74.4% | -55.0% |
| 1Y | -46.0% | +25.7% | -71.7% | -55.5% |
| All | -46.0% | +25.6% | -71.7% | -55.5% |
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