+62.6%
IWM vs TSLL
-27.3%
+89.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -21.9% | +17.3% | -2.6% |
| 7D | -4.6% | -28.9% | +24.3% | -1.8% |
| 30D | -3.7% | -21.4% | +17.8% | -1.9% |
| 3M | -9.4% | +5.0% | -14.3% | -10.5% |
| 6M | -3.6% | -36.6% | +32.9% | -1.8% |
| YTD | +10.8% | -56.6% | +67.5% | +16.0% |
| 1Y | +11.9% | -60.9% | +72.7% | +17.6% |
| All | +62.6% | -27.3% | +89.9% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling