-48.4%
TSLL vs EEM
+11.7%
-60.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +2.3% |
| 7D | -11.0% | -0.9% | -10.2% | -7.8% |
| 30D | -5.3% | -9.3% | +4.0% | +13.8% |
| 3M | +20.8% | -7.1% | +27.9% | +39.0% |
| 6M | -36.0% | -10.4% | -25.6% | -20.1% |
| YTD | -47.3% | +11.3% | -58.6% | -52.4% |
| 1Y | -48.4% | +11.3% | -59.7% | -51.7% |
| All | -48.4% | +11.7% | -60.2% | -51.7% |
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