-55.4%
TSLL vs TSEM
+365.9%
-421.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +7.8% | -19.7% | -16.8% |
| 7D | +1.9% | +6.9% | -5.0% | -3.4% |
| 30D | +17.8% | +5.3% | +12.5% | +10.1% |
| 3M | -37.0% | -14.9% | -22.1% | -34.9% |
| 6M | -37.7% | +80.0% | -117.7% | -67.4% |
| YTD | -51.4% | +89.4% | -140.7% | -77.1% |
| 1Y | -23.4% | +253.1% | -276.5% | -81.8% |
| 3Y | -30.8% | +642.1% | -672.9% | -92.0% |
| All | -55.4% | +365.9% | -421.4% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling