-21.2%
TSLL vs EWJ
+26.8%
-47.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +1.9% |
| 7D | +5.1% | +1.0% | +4.1% | +3.0% |
| 30D | +20.0% | +1.0% | +19.0% | +17.4% |
| 3M | -23.8% | +7.2% | -31.0% | -32.1% |
| 6M | -30.3% | +13.9% | -44.2% | -43.3% |
| YTD | -47.7% | +20.8% | -68.4% | -63.6% |
| 1Y | -21.2% | +26.4% | -47.6% | -49.3% |
| All | -21.2% | +26.8% | -47.9% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling