-46.0%
TSLL vs TSEM
+79.9%
-125.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -8.7% | +2.4% | -3.4% |
| 7D | -9.4% | -23.1% | +13.7% | -1.5% |
| 30D | +1.6% | -40.4% | +41.9% | +19.5% |
| 3M | +29.4% | -37.9% | +67.3% | +47.4% |
| 6M | -20.1% | -30.8% | +10.7% | -12.8% |
| YTD | -44.5% | +26.7% | -71.2% | -49.7% |
| 1Y | -46.0% | +80.5% | -126.5% | -61.8% |
| All | -46.0% | +79.9% | -125.9% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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