-44.0%
TSLL vs EWT
+60.8%
-104.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.8% | 0.0% | -2.3% |
| 7D | +0.5% | +3.2% | -2.7% | -2.1% |
| 30D | +2.7% | -12.3% | +15.0% | +24.2% |
| 3M | +26.3% | -3.6% | +29.9% | +33.5% |
| 6M | -37.2% | +3.1% | -40.3% | -37.6% |
| YTD | -44.2% | +57.7% | -101.9% | -66.5% |
| 1Y | -44.0% | +60.3% | -104.2% | -67.5% |
| All | -44.0% | +60.8% | -104.7% | -67.5% |
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