-48.9%
TSLL vs TSEM
+232.9%
-281.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.6% | -1.8% | +1.0% |
| 7D | +0.5% | +6.8% | -6.3% | -2.3% |
| 30D | +2.7% | -26.6% | +29.3% | +23.6% |
| 3M | +26.3% | -36.3% | +62.6% | +59.8% |
| 6M | -37.2% | -30.6% | -6.6% | -30.9% |
| YTD | -44.2% | +35.3% | -79.5% | -68.4% |
| 1Y | -44.0% | +59.2% | -103.2% | -73.8% |
| 3Y | 0.0% | +547.7% | -547.6% | -88.1% |
| All | -48.9% | +232.9% | -281.8% | -87.6% |
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