+237.9%
EWY vs TSLL
-57.4%
+295.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -11.8% | +16.5% | +5.8% |
| 7D | +4.8% | +1.9% | +2.9% | +4.3% |
| 30D | +11.7% | +17.8% | -6.1% | +9.3% |
| 3M | -7.4% | -37.0% | +29.6% | -4.1% |
| 6M | +40.6% | -37.7% | +78.2% | +45.2% |
| YTD | +94.3% | -51.4% | +145.6% | +104.1% |
| 1Y | +164.3% | -23.4% | +187.6% | +165.9% |
| 3Y | +221.0% | -30.8% | +251.8% | +194.5% |
| All | +237.9% | -57.4% | +295.2% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling