-56.8%
TSLL vs EWZ
+36.0%
-92.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.7% | +7.9% | +8.1% |
| 7D | -21.2% | -1.5% | -19.7% | -20.0% |
| 30D | -13.3% | -24.5% | +11.2% | +5.0% |
| 3M | +15.4% | -10.7% | +26.1% | +16.8% |
| 6M | -34.2% | -19.1% | -15.1% | -26.2% |
| YTD | -52.9% | +1.6% | -54.5% | -58.1% |
| 1Y | -54.3% | +4.3% | -58.6% | -60.8% |
| 3Y | -18.4% | +19.0% | -37.3% | -36.7% |
| All | -56.8% | +36.0% | -92.8% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling