-24.9%
TSLL vs EMR
+86.0%
-110.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.6% | -17.3% | -15.8% |
| 7D | -28.9% | -4.8% | -24.1% | -23.4% |
| 30D | -21.4% | +0.7% | -22.2% | -21.3% |
| 3M | +5.0% | +0.4% | +4.6% | +4.9% |
| 6M | -36.6% | +18.4% | -55.0% | -50.5% |
| YTD | -56.6% | +23.9% | -80.6% | -70.5% |
| 1Y | -60.9% | +24.7% | -85.6% | -73.7% |
| All | -24.9% | +86.0% | -110.9% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling