-6.4%
TSLL vs EWJ
+66.4%
-72.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -4.5% |
| 7D | +17.8% | +4.0% | +13.9% | +7.3% |
| 30D | +8.2% | -4.3% | +12.5% | +23.5% |
| 3M | +20.9% | -6.8% | +27.7% | +47.6% |
| 6M | -37.5% | -0.9% | -36.6% | -31.8% |
| YTD | -44.5% | +14.3% | -58.8% | -58.4% |
| 1Y | -33.0% | +15.3% | -48.3% | -51.0% |
| 3Y | -6.4% | +65.6% | -72.0% | -62.1% |
| All | -6.4% | +66.4% | -72.8% | -62.1% |
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