-55.4%
TSLL vs EEM
+88.0%
-143.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.8% | -13.7% | -15.7% |
| 7D | +1.9% | +2.3% | -0.4% | -3.5% |
| 30D | +17.8% | +4.5% | +13.2% | +6.5% |
| 3M | -37.0% | -0.1% | -36.9% | -35.8% |
| 6M | -37.7% | +16.9% | -54.6% | -55.7% |
| YTD | -51.4% | +26.2% | -77.6% | -71.6% |
| 1Y | -23.4% | +40.5% | -63.9% | -64.2% |
| 3Y | -30.8% | +86.2% | -117.0% | -80.3% |
| All | -55.4% | +88.0% | -143.5% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling