-6.4%
TSLL vs TSEM
+547.1%
-553.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.9% | +3.2% | +0.6% |
| 7D | +17.8% | +7.0% | +10.9% | +13.0% |
| 30D | +8.2% | -29.8% | +38.0% | +33.4% |
| 3M | +20.9% | -41.9% | +62.8% | +61.7% |
| 6M | -37.5% | -45.8% | +8.2% | -17.4% |
| YTD | -44.5% | +25.1% | -69.6% | -67.3% |
| 1Y | -33.0% | +48.2% | -81.2% | -67.9% |
| 3Y | -6.4% | +476.5% | -482.9% | -88.8% |
| All | -6.4% | +547.1% | -553.5% | -88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling