-37.7%
TSLL vs TSEM
+75.9%
-113.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +7.8% | -19.7% | -14.6% |
| 7D | +1.9% | +6.9% | -5.0% | -1.0% |
| 30D | +17.8% | +5.3% | +12.5% | +13.4% |
| 3M | -37.0% | -14.9% | -22.1% | -35.1% |
| 6M | -37.7% | +80.0% | -117.7% | -49.8% |
| All | -37.7% | +75.9% | -113.5% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling