-51.7%
TSLL vs EEM
+65.8%
-117.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +2.5% |
| 7D | -11.0% | -0.9% | -10.2% | -7.2% |
| 30D | -5.3% | -9.3% | +4.0% | +19.5% |
| 3M | +20.8% | -7.1% | +27.9% | +43.7% |
| 6M | -36.0% | -10.4% | -25.6% | -16.0% |
| YTD | -47.3% | +11.3% | -58.6% | -58.7% |
| 1Y | -48.4% | +11.3% | -59.7% | -59.4% |
| 3Y | -5.4% | +69.6% | -75.1% | -66.1% |
| All | -51.7% | +65.8% | -117.5% | -80.2% |
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