-52.1%
TSLL vs EMR
+109.9%
-162.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.4% | +6.5% | +5.5% |
| 7D | -14.3% | +2.1% | -16.5% | -15.5% |
| 30D | -6.2% | +4.8% | -10.9% | -10.1% |
| 3M | +21.2% | +7.5% | +13.7% | +11.9% |
| 6M | -36.6% | +20.9% | -57.4% | -49.8% |
| YTD | -47.8% | +29.2% | -76.9% | -64.3% |
| 1Y | -45.2% | +33.0% | -78.2% | -64.1% |
| 3Y | -3.3% | +109.8% | -113.0% | -54.3% |
| All | -52.1% | +109.9% | -162.0% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling