-44.0%
TSLL vs EEM
+14.0%
-57.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +1.5% |
| 7D | +0.5% | +0.7% | -0.2% | +1.4% |
| 30D | +2.7% | -6.2% | +8.9% | +16.5% |
| 3M | +26.3% | -5.2% | +31.5% | +40.3% |
| 6M | -37.2% | -8.1% | -29.0% | -24.8% |
| YTD | -44.2% | +14.0% | -58.2% | -51.7% |
| 1Y | -44.0% | +13.8% | -57.8% | -49.7% |
| All | -44.0% | +14.0% | -57.9% | -49.7% |
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 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