-56.8%
TSLL vs TSEM
+187.8%
-244.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.8% | +3.8% | +5.6% |
| 7D | -21.2% | -17.5% | -3.7% | -10.6% |
| 30D | -13.3% | -44.7% | +31.4% | +24.0% |
| 3M | +15.4% | -38.9% | +54.3% | +48.6% |
| 6M | -34.2% | -36.7% | +2.4% | -24.0% |
| YTD | -52.9% | +17.0% | -69.9% | -70.7% |
| 1Y | -54.3% | +62.8% | -117.2% | -80.6% |
| 3Y | -18.4% | +471.3% | -489.7% | -89.5% |
| All | -56.8% | +187.8% | -244.6% | -88.5% |
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