-24.9%
TSLL vs TSEM
+441.7%
-466.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -12.0% | -9.9% | -14.5% |
| 7D | -28.9% | -30.3% | +1.4% | -11.4% |
| 30D | -21.4% | -49.3% | +27.9% | +17.8% |
| 3M | +5.0% | -38.0% | +42.9% | +32.5% |
| 6M | -36.6% | -41.9% | +5.4% | -22.8% |
| YTD | -56.6% | +11.6% | -68.2% | -72.7% |
| 1Y | -60.9% | +50.5% | -111.3% | -82.9% |
| All | -24.9% | +441.7% | -466.6% | -92.0% |
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