-46.0%
TSLL vs EWT
+54.0%
-100.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -4.7% |
| 7D | -9.4% | -10.9% | +1.5% | +5.5% |
| 30D | +1.6% | -17.7% | +19.3% | +32.3% |
| 3M | +29.4% | -5.0% | +34.4% | +37.3% |
| 6M | -20.1% | +7.4% | -27.5% | -26.0% |
| YTD | -44.5% | +52.8% | -97.3% | -68.5% |
| 1Y | -46.0% | +55.2% | -101.2% | -70.4% |
| All | -46.0% | +54.0% | -100.0% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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