-52.1%
TSLL vs TSEM
+219.1%
-271.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.9% | 0.0% | +4.1% |
| 7D | -14.3% | -2.0% | -12.4% | -12.3% |
| 30D | -6.2% | -33.4% | +27.3% | +20.0% |
| 3M | +21.2% | -39.7% | +60.9% | +58.8% |
| 6M | -36.6% | -27.8% | -8.8% | -32.5% |
| YTD | -47.8% | +29.7% | -77.5% | -69.5% |
| 1Y | -45.2% | +81.1% | -126.4% | -78.2% |
| 3Y | -3.3% | +529.3% | -532.6% | -88.3% |
| All | -52.1% | +219.1% | -271.3% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling