-49.1%
TSLL vs EMR
+106.0%
-155.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.3% |
| 7D | +17.8% | +2.5% | +15.4% | +14.6% |
| 30D | +8.2% | +3.3% | +5.0% | +5.4% |
| 3M | +20.9% | +1.7% | +19.2% | +19.5% |
| 6M | -37.5% | +21.7% | -59.2% | -50.9% |
| YTD | -44.5% | +26.8% | -71.3% | -61.2% |
| 1Y | -33.0% | +31.6% | -64.5% | -55.7% |
| 3Y | -6.4% | +102.5% | -108.9% | -54.3% |
| All | -49.1% | +106.0% | -155.1% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling