-23.4%
TSLL vs IBB
+51.5%
-74.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -10.9% |
| 7D | +1.9% | +1.4% | +0.5% | +0.5% |
| 30D | +17.8% | +10.5% | +7.3% | +6.8% |
| 3M | -37.0% | +23.6% | -60.6% | -50.6% |
| 6M | -37.7% | +22.6% | -60.3% | -50.7% |
| YTD | -51.4% | +25.7% | -77.0% | -62.9% |
| 1Y | -23.4% | +51.4% | -74.7% | -52.2% |
| All | -23.4% | +51.5% | -74.8% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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