-49.1%
TSLL vs EEM
+66.7%
-115.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -2.9% |
| 7D | +17.8% | +2.7% | +15.2% | +11.6% |
| 30D | +8.2% | -5.4% | +13.6% | +24.6% |
| 3M | +20.9% | -8.6% | +29.5% | +49.3% |
| 6M | -37.5% | -8.9% | -28.6% | -21.0% |
| YTD | -44.5% | +11.9% | -56.4% | -57.1% |
| 1Y | -33.0% | +13.1% | -46.0% | -49.4% |
| 3Y | -6.4% | +70.7% | -77.0% | -66.9% |
| All | -49.1% | +66.7% | -115.9% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling