-55.4%
TSLL vs EWZ
+61.0%
-116.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -11.1% |
| 7D | +1.9% | +6.5% | -4.6% | -4.6% |
| 30D | +17.8% | +4.8% | +12.9% | +12.1% |
| 3M | -37.0% | +9.9% | -46.9% | -42.3% |
| 6M | -37.7% | +1.9% | -39.6% | -38.8% |
| YTD | -51.4% | +20.3% | -71.7% | -59.7% |
| 1Y | -23.4% | +35.6% | -59.0% | -43.6% |
| 3Y | -30.8% | +43.4% | -74.2% | -50.5% |
| All | -55.4% | +61.0% | -116.4% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling