-33.0%
TSLL vs EWT
+56.8%
-89.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.9% |
| 7D | +17.8% | +9.1% | +8.7% | +4.3% |
| 30D | +8.2% | -12.2% | +20.5% | +30.1% |
| 3M | +20.9% | -9.4% | +30.3% | +38.6% |
| 6M | -37.5% | +2.7% | -40.2% | -37.2% |
| YTD | -44.5% | +53.3% | -97.8% | -62.0% |
| 1Y | -33.0% | +59.2% | -92.1% | -55.7% |
| All | -33.0% | +56.8% | -89.7% | -55.7% |
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