-37.7%
TSLL vs EWT
+57.8%
-95.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.9% | -13.7% | -14.4% |
| 7D | +1.9% | +4.0% | -2.1% | -4.0% |
| 30D | +17.8% | +10.3% | +7.5% | +1.9% |
| 3M | -37.0% | +6.1% | -43.1% | -41.0% |
| 6M | -37.7% | +56.6% | -94.3% | -64.4% |
| All | -37.7% | +57.8% | -95.4% | -64.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling