-48.9%
TSLL vs EWT
+179.5%
-228.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.8% | 0.0% | -4.4% |
| 7D | +0.5% | +3.2% | -2.7% | -3.4% |
| 30D | +2.7% | -12.3% | +15.0% | +31.6% |
| 3M | +26.3% | -3.6% | +29.9% | +34.9% |
| 6M | -37.2% | +3.1% | -40.3% | -40.4% |
| YTD | -44.2% | +57.7% | -101.9% | -77.4% |
| 1Y | -44.0% | +60.3% | -104.2% | -78.1% |
| 3Y | 0.0% | +163.4% | -163.3% | -83.3% |
| All | -48.9% | +179.5% | -228.4% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling