-18.4%
TSLL vs EWJ
+56.7%
-75.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -21.2% | -5.0% | -16.2% | -8.9% |
| 30D | -13.3% | -10.2% | -3.1% | +15.7% |
| 3M | +15.4% | -7.2% | +22.6% | +41.9% |
| 6M | -34.2% | -3.2% | -31.0% | -23.9% |
| YTD | -52.9% | +9.9% | -62.8% | -61.1% |
| 1Y | -54.3% | +11.0% | -65.3% | -63.2% |
| 3Y | -18.4% | +57.3% | -75.7% | -61.7% |
| All | -18.4% | +56.7% | -75.1% | -61.7% |
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