+52.3%
TSLL vs TEM
+79.0%
-26.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.7% | +1.9% | -1.2% |
| 7D | +17.8% | -5.9% | +23.7% | +20.9% |
| 30D | +8.2% | +4.8% | +3.4% | +6.1% |
| 3M | +20.9% | +31.9% | -11.0% | +2.9% |
| 6M | -37.5% | +56.0% | -93.5% | -51.3% |
| YTD | -44.5% | +21.3% | -65.8% | -52.7% |
| 1Y | -33.0% | +5.4% | -38.3% | -39.3% |
| All | +52.3% | +79.0% | -26.7% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling