-5.9%
TSLL vs EWZ
+20.3%
-26.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +4.9% |
| 7D | +0.5% | +0.6% | -0.1% | +0.5% |
| 30D | +2.7% | -25.5% | +28.2% | +31.5% |
| 3M | +26.3% | -4.5% | +30.8% | +14.0% |
| 6M | -37.2% | -15.3% | -21.9% | -32.8% |
| YTD | -44.2% | +3.1% | -47.3% | -56.5% |
| 1Y | -44.0% | +1.2% | -45.2% | -55.6% |
| All | -5.9% | +20.3% | -26.2% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling