+29.3%
TSLL vs TEM
+90.1%
-60.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.0% | +0.7% | +5.0% |
| 7D | -21.2% | +5.3% | -26.5% | -22.5% |
| 30D | -13.3% | +8.1% | -21.4% | -16.1% |
| 3M | +15.4% | +64.9% | -49.5% | -11.4% |
| 6M | -34.2% | +42.1% | -76.4% | -46.7% |
| YTD | -52.9% | +28.8% | -81.7% | -60.9% |
| 1Y | -54.3% | +5.5% | -59.8% | -58.5% |
| All | +29.3% | +90.1% | -60.9% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling