-48.9%
TSLL vs EMB
+28.1%
-77.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.4% |
| 7D | +0.5% | -0.4% | +0.9% | +2.6% |
| 30D | +2.7% | +1.1% | +1.6% | -1.2% |
| 3M | +26.3% | -2.0% | +28.3% | +36.8% |
| 6M | -37.2% | -1.9% | -35.3% | -30.4% |
| YTD | -44.2% | -0.5% | -43.7% | -40.5% |
| 1Y | -44.0% | +0.1% | -44.0% | -41.0% |
| 3Y | 0.0% | +29.7% | -29.6% | -42.6% |
| All | -48.9% | +28.1% | -77.0% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling