+161.7%
EWY vs TSLL
-24.5%
+186.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.9% | -7.3% | -1.2% |
| 7D | +8.0% | +5.8% | +2.2% | +6.0% |
| 30D | +14.3% | +21.7% | -7.4% | +7.8% |
| 3M | +2.3% | -28.2% | +30.5% | +7.0% |
| 6M | +49.9% | -29.5% | +79.3% | +57.0% |
| YTD | +95.3% | -47.5% | +142.9% | +110.5% |
| 1Y | +161.7% | -20.8% | +182.5% | +181.8% |
| All | +161.7% | -24.5% | +186.3% | +181.8% |
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