-49.1%
TSLL vs EWJ
+83.8%
-132.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -4.4% |
| 7D | +17.8% | +4.0% | +13.9% | +8.1% |
| 30D | +8.2% | -4.3% | +12.5% | +22.4% |
| 3M | +20.9% | -6.8% | +27.7% | +45.6% |
| 6M | -37.5% | -0.9% | -36.6% | -31.8% |
| YTD | -44.5% | +14.3% | -58.8% | -56.4% |
| 1Y | -33.0% | +15.3% | -48.3% | -48.5% |
| 3Y | -6.4% | +65.6% | -72.0% | -60.6% |
| All | -49.1% | +83.8% | -132.9% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling