-55.4%
TSLL vs EMR
+89.2%
-144.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.7% | -13.6% | -14.0% |
| 7D | +1.9% | -1.5% | +3.4% | +3.4% |
| 30D | +17.8% | -5.6% | +23.4% | +25.6% |
| 3M | -37.0% | +7.9% | -44.9% | -43.7% |
| 6M | -37.7% | +6.0% | -43.7% | -43.9% |
| YTD | -51.4% | +16.4% | -67.8% | -62.8% |
| 1Y | -23.4% | +16.6% | -40.0% | -41.8% |
| 3Y | -30.8% | +62.9% | -93.6% | -59.2% |
| All | -55.4% | +89.2% | -144.6% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling