+53.1%
TSLL vs TEM
+98.6%
-45.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +6.4% |
| 7D | +0.5% | +5.1% | -4.6% | -1.0% |
| 30D | +2.7% | +16.8% | -14.2% | -4.1% |
| 3M | +26.3% | +42.6% | -16.4% | +3.9% |
| 6M | -37.2% | +63.9% | -101.1% | -52.0% |
| YTD | -44.2% | +34.5% | -78.7% | -54.6% |
| 1Y | -44.0% | +11.0% | -55.0% | -50.2% |
| All | +53.1% | +98.6% | -45.5% | +1.9% |
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