-51.7%
TSLL vs EWJ
+81.1%
-132.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +3.7% |
| 7D | -11.0% | -2.4% | -8.6% | -4.0% |
| 30D | -5.3% | -7.6% | +2.3% | +16.3% |
| 3M | +20.8% | -5.9% | +26.7% | +42.2% |
| 6M | -36.0% | -1.5% | -34.5% | -29.1% |
| YTD | -47.3% | +12.6% | -59.8% | -57.2% |
| 1Y | -48.4% | +12.7% | -61.1% | -58.1% |
| 3Y | -5.4% | +63.1% | -68.5% | -58.8% |
| All | -51.7% | +81.1% | -132.8% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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