-56.8%
TSLL vs EEM
+62.4%
-119.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.4% | +3.9% |
| 7D | -21.2% | -2.8% | -18.4% | -14.5% |
| 30D | -13.3% | -11.9% | -1.4% | +16.0% |
| 3M | +15.4% | -8.8% | +24.1% | +42.4% |
| 6M | -34.2% | -11.6% | -22.6% | -11.4% |
| YTD | -52.9% | +9.0% | -61.9% | -61.5% |
| 1Y | -54.3% | +10.6% | -64.9% | -63.7% |
| 3Y | -18.4% | +64.4% | -82.7% | -68.9% |
| All | -56.8% | +62.4% | -119.2% | -81.6% |
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