-55.4%
TSLL vs EMB
+30.8%
-86.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -11.9% |
| 7D | +1.9% | 0.0% | +1.9% | +2.0% |
| 30D | +17.8% | -0.3% | +18.1% | +19.4% |
| 3M | -37.0% | -0.4% | -36.6% | -34.6% |
| 6M | -37.7% | +0.1% | -37.8% | -35.6% |
| YTD | -51.4% | +1.6% | -53.0% | -52.1% |
| 1Y | -23.4% | +5.6% | -29.0% | -32.9% |
| 3Y | -30.8% | +29.8% | -60.6% | -61.6% |
| All | -55.4% | +30.8% | -86.3% | -74.3% |
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