-54.3%
TSLL vs TSEM
+58.6%
-112.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.8% | +3.8% | +6.9% |
| 7D | -21.2% | -17.5% | -3.7% | -15.4% |
| 30D | -13.3% | -44.7% | +31.4% | +5.3% |
| 3M | +15.4% | -38.9% | +54.3% | +33.3% |
| 6M | -34.2% | -36.7% | +2.4% | -25.1% |
| YTD | -52.9% | +17.0% | -69.9% | -54.4% |
| 1Y | -54.3% | +62.8% | -117.2% | -63.6% |
| All | -54.3% | +58.6% | -112.9% | -63.6% |
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 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