-46.0%
TSLL vs IBB
+42.2%
-88.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -9.0% | -8.6% |
| 7D | -9.4% | +2.2% | -11.6% | -11.4% |
| 30D | +1.6% | +6.3% | -4.8% | -4.0% |
| 3M | +29.4% | +16.3% | +13.1% | +12.5% |
| 6M | -20.1% | +30.0% | -50.1% | -39.4% |
| YTD | -44.5% | +31.1% | -75.6% | -58.5% |
| 1Y | -46.0% | +42.0% | -88.0% | -65.9% |
| All | -46.0% | +42.2% | -88.2% | -65.9% |
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