-51.7%
TSLL vs TSEM
+209.3%
-261.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +2.9% |
| 7D | -11.0% | -9.5% | -1.5% | -4.2% |
| 30D | -5.3% | -35.5% | +30.2% | +23.5% |
| 3M | +20.8% | -41.6% | +62.4% | +61.4% |
| 6M | -36.0% | -30.1% | -5.9% | -30.6% |
| YTD | -47.3% | +25.7% | -73.0% | -68.7% |
| 1Y | -48.4% | +50.5% | -98.9% | -75.2% |
| 3Y | -5.4% | +501.7% | -507.2% | -88.2% |
| All | -51.7% | +209.3% | -261.0% | -87.7% |
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