-23.4%
TSLL vs EWT
+99.0%
-122.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.9% | -13.7% | -14.5% |
| 7D | +1.9% | +4.0% | -2.1% | -4.2% |
| 30D | +17.8% | +10.3% | +7.5% | +1.5% |
| 3M | -37.0% | +6.1% | -43.1% | -41.0% |
| 6M | -37.7% | +56.6% | -94.3% | -67.1% |
| YTD | -51.4% | +76.6% | -127.9% | -79.5% |
| 1Y | -23.4% | +97.9% | -121.2% | -67.7% |
| All | -23.4% | +99.0% | -122.3% | -67.7% |
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