-24.9%
TSLL vs EMB
+28.2%
-53.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.5% | -21.4% | -19.1% |
| 7D | -28.9% | -0.3% | -28.6% | -27.5% |
| 30D | -21.4% | +1.1% | -22.5% | -26.2% |
| 3M | +5.0% | -2.9% | +7.9% | +24.4% |
| 6M | -36.6% | -2.1% | -34.5% | -26.0% |
| YTD | -56.6% | -1.1% | -55.5% | -51.5% |
| 1Y | -60.9% | +0.3% | -61.2% | -59.1% |
| All | -24.9% | +28.2% | -53.1% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling