-56.8%
TSLL vs EMB
+27.4%
-84.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -21.2% | -0.1% | -21.1% | -20.8% |
| 30D | -13.3% | +1.3% | -14.6% | -17.3% |
| 3M | +15.4% | -2.7% | +18.1% | +28.2% |
| 6M | -34.2% | -2.8% | -31.4% | -24.9% |
| YTD | -52.9% | -1.1% | -51.8% | -48.8% |
| 1Y | -54.3% | 0.0% | -54.3% | -51.8% |
| 3Y | -18.4% | +28.8% | -47.2% | -52.0% |
| All | -56.8% | +27.4% | -84.2% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling