-52.1%
TSLL vs EWJ
+83.2%
-135.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.6% | +7.3% | +2.5% |
| 7D | -14.3% | -1.5% | -12.8% | -9.4% |
| 30D | -6.2% | -6.5% | +0.4% | +12.2% |
| 3M | +21.2% | -5.6% | +26.8% | +41.7% |
| 6M | -36.6% | -0.3% | -36.3% | -31.6% |
| YTD | -47.8% | +13.9% | -61.7% | -58.7% |
| 1Y | -45.2% | +14.6% | -59.8% | -57.1% |
| 3Y | -3.3% | +66.6% | -69.9% | -59.6% |
| All | -52.1% | +83.2% | -135.4% | -82.8% |
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