-24.9%
TSLL vs EEM
+60.0%
-84.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.8% | -16.1% | -8.7% |
| 7D | -28.9% | -7.4% | -21.4% | -13.8% |
| 30D | -21.4% | -15.0% | -6.5% | +15.5% |
| 3M | +5.0% | -11.7% | +16.6% | +40.6% |
| 6M | -36.6% | -10.8% | -25.8% | -16.3% |
| YTD | -56.6% | +6.7% | -63.3% | -65.5% |
| 1Y | -60.9% | +7.4% | -68.2% | -69.2% |
| All | -24.9% | +60.0% | -84.9% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling