+49.8%
EWY vs TSLL
-57.5%
+107.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.6% | -4.6% | +1.6% |
| 7D | -10.4% | -21.2% | +10.8% | -4.4% |
| 30D | -25.4% | -13.3% | -12.1% | -22.6% |
| 3M | -16.5% | +15.4% | -31.9% | -21.1% |
| 6M | -24.7% | -34.2% | +9.5% | -18.4% |
| YTD | +40.9% | -52.9% | +93.8% | +55.6% |
| 1Y | +49.8% | -54.3% | +104.2% | +63.9% |
| All | +49.8% | -57.5% | +107.3% | +63.9% |
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