-54.3%
TSLL vs EWT
+41.6%
-96.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.9% | +4.7% | +3.2% |
| 7D | -21.2% | -11.7% | -9.5% | -4.8% |
| 30D | -13.3% | -23.2% | +9.9% | +26.3% |
| 3M | +15.4% | -12.5% | +27.9% | +39.6% |
| 6M | -34.2% | -5.9% | -28.3% | -25.5% |
| YTD | -52.9% | +40.5% | -93.4% | -68.2% |
| 1Y | -54.3% | +43.7% | -98.1% | -70.8% |
| All | -54.3% | +41.6% | -96.0% | -70.8% |
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