-46.0%
TSLL vs EWZ
+7.8%
-53.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.6% | -8.0% | -7.0% |
| 7D | -9.4% | -4.1% | -5.4% | -7.8% |
| 30D | +1.6% | -25.0% | +26.5% | +13.0% |
| 3M | +29.4% | -10.6% | +40.0% | +21.5% |
| 6M | -20.1% | -16.6% | -3.5% | -20.9% |
| YTD | -44.5% | +2.5% | -47.0% | -52.0% |
| 1Y | -46.0% | +8.1% | -54.1% | -60.2% |
| All | -46.0% | +7.8% | -53.8% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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