-56.8%
TSLL vs IBB
+64.6%
-121.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +6.9% | +5.9% |
| 7D | -21.2% | -1.8% | -19.4% | -17.9% |
| 30D | -13.3% | +5.1% | -18.4% | -18.9% |
| 3M | +15.4% | +10.7% | +4.7% | -1.9% |
| 6M | -34.2% | +22.9% | -57.1% | -54.2% |
| YTD | -52.9% | +26.7% | -79.6% | -69.2% |
| 1Y | -54.3% | +35.1% | -89.5% | -73.6% |
| 3Y | -18.4% | +80.2% | -98.6% | -70.3% |
| All | -56.8% | +64.6% | -121.4% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling