-23.4%
TSLL vs TEM
-28.1%
+4.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.4% |
| 7D | -7.3% | -9.2% | +1.8% | -3.2% |
| 30D | +15.8% | +5.5% | +10.3% | +11.9% |
| 3M | -19.5% | +18.7% | -38.2% | -26.4% |
| 6M | -32.1% | +15.4% | -47.5% | -38.1% |
| YTD | -48.9% | -0.5% | -48.3% | -52.0% |
| 1Y | -23.4% | -24.8% | +1.5% | -14.6% |
| All | -23.4% | -28.1% | +4.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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