-47.2%
TSLL vs EWZ
+35.1%
-82.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.4% | +5.1% |
| 7D | +33.0% | +0.1% | +32.9% | +33.0% |
| 30D | +7.7% | -25.9% | +33.6% | +32.7% |
| 3M | +34.7% | -6.1% | +40.9% | +29.9% |
| 6M | -31.5% | -16.1% | -15.4% | -25.8% |
| YTD | -42.4% | +1.0% | -43.3% | -48.5% |
| 1Y | -39.7% | 0.0% | -39.6% | -45.8% |
| 3Y | +3.4% | +16.8% | -13.4% | -18.9% |
| All | -47.2% | +35.1% | -82.3% | -60.0% |
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