+63.9%
IWM vs TSLL
-57.4%
+121.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.8% | +12.1% | +1.4% |
| 7D | +0.1% | +1.9% | -1.8% | -0.3% |
| 30D | -1.3% | +17.8% | -19.0% | -3.2% |
| 3M | +1.6% | -37.0% | +38.6% | +4.5% |
| 6M | +13.6% | -37.7% | +51.2% | +16.2% |
| YTD | +20.8% | -51.4% | +72.1% | +26.1% |
| 1Y | +26.4% | -23.4% | +49.8% | +24.5% |
| 3Y | +60.7% | -30.8% | +91.5% | +41.7% |
| All | +63.9% | -57.4% | +121.3% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling