-52.1%
TSLL vs EEM
+67.0%
-119.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.9% | +8.0% | +4.7% |
| 7D | -14.3% | -0.1% | -14.2% | -12.0% |
| 30D | -6.2% | -8.6% | +2.5% | +16.5% |
| 3M | +21.2% | -7.0% | +28.2% | +44.0% |
| 6M | -36.6% | -9.7% | -26.9% | -18.1% |
| YTD | -47.8% | +12.1% | -59.9% | -59.7% |
| 1Y | -45.2% | +14.1% | -59.3% | -59.2% |
| 3Y | -3.3% | +72.1% | -75.4% | -66.3% |
| All | -52.1% | +67.0% | -119.2% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling