+15.0%
IWM vs TSLL
-57.5%
+72.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.6% | -7.6% | +0.1% |
| 7D | -2.0% | -21.2% | +19.2% | +0.1% |
| 30D | -1.5% | -13.3% | +11.8% | -0.4% |
| 3M | -8.0% | +15.4% | -23.4% | -10.2% |
| 6M | -4.1% | -34.2% | +30.1% | -2.2% |
| YTD | +11.9% | -52.9% | +64.8% | +16.4% |
| 1Y | +15.0% | -54.3% | +69.4% | +19.3% |
| All | +15.0% | -57.5% | +72.5% | +19.3% |
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