-49.1%
TSLL vs EMB
+27.4%
-76.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -2.9% |
| 7D | +17.8% | -0.9% | +18.7% | +21.8% |
| 30D | +8.2% | +0.4% | +7.9% | +6.9% |
| 3M | +20.9% | -3.1% | +24.0% | +36.3% |
| 6M | -37.5% | -2.1% | -35.4% | -30.4% |
| YTD | -44.5% | -1.1% | -43.4% | -39.6% |
| 1Y | -33.0% | -0.1% | -32.9% | -29.2% |
| 3Y | -6.4% | +29.6% | -36.0% | -45.8% |
| All | -49.1% | +27.4% | -76.5% | -67.6% |
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