+18.9%
IWM vs TSLL
-48.4%
+67.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.8% | +2.1% |
| 7D | +1.0% | -9.4% | +10.4% | +1.9% |
| 30D | +0.2% | +1.6% | -1.3% | -0.1% |
| 3M | -5.6% | +29.4% | -35.0% | -8.8% |
| 6M | +2.7% | -20.1% | +22.9% | +2.8% |
| YTD | +16.2% | -44.5% | +60.7% | +19.4% |
| 1Y | +18.9% | -46.0% | +65.0% | +21.7% |
| All | +18.9% | -48.4% | +67.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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