+16.1%
IWM vs TSLL
-47.2%
+63.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +0.3% | -11.0% | +11.3% | +1.1% |
| 30D | +0.6% | -5.3% | +5.9% | +0.6% |
| 3M | -6.2% | +20.8% | -27.0% | -9.0% |
| 6M | -0.8% | -36.0% | +35.2% | +1.7% |
| YTD | +14.8% | -47.3% | +62.0% | +18.0% |
| 1Y | +16.1% | -48.4% | +64.6% | +19.0% |
| All | +16.1% | -47.2% | +63.4% | +19.0% |
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