+62.4%
EWY vs TSLL
-48.4%
+110.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -0.2% |
| 7D | -8.3% | -9.4% | +1.1% | -5.9% |
| 30D | -20.5% | +1.6% | -22.1% | -21.1% |
| 3M | -11.1% | +29.4% | -40.5% | -18.6% |
| 6M | -7.0% | -20.1% | +13.1% | -4.4% |
| YTD | +56.5% | -44.5% | +101.0% | +65.6% |
| 1Y | +62.4% | -46.0% | +108.4% | +70.0% |
| All | +62.4% | -48.4% | +110.8% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling