-35.3%
TSLL vs EWJ
+72.3%
-107.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.2% | -12.8% |
| 7D | +1.9% | +2.5% | -0.6% | -3.8% |
| 30D | +17.8% | +3.3% | +14.5% | +8.9% |
| 3M | -37.0% | +5.0% | -42.0% | -41.9% |
| 6M | -37.7% | +11.5% | -49.2% | -50.1% |
| YTD | -51.4% | +22.4% | -73.8% | -69.6% |
| 1Y | -23.4% | +30.2% | -53.6% | -58.9% |
| All | -35.3% | +72.3% | -107.6% | -78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling