-23.4%
TSLL vs EEM
+41.0%
-64.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.8% | -13.7% | -15.1% |
| 7D | +1.9% | +2.3% | -0.4% | -2.7% |
| 30D | +17.8% | +4.5% | +13.2% | +8.1% |
| 3M | -37.0% | -0.1% | -36.9% | -35.8% |
| 6M | -37.7% | +16.9% | -54.6% | -52.2% |
| YTD | -51.4% | +26.2% | -77.6% | -71.3% |
| 1Y | -23.4% | +40.5% | -63.9% | -65.4% |
| All | -23.4% | +41.0% | -64.3% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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