-33.0%
TSLL vs IBB
+29.7%
-62.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.3% |
| 7D | +17.8% | -0.5% | +18.4% | +18.5% |
| 30D | +8.2% | +4.6% | +3.7% | +6.0% |
| 3M | +20.9% | +6.8% | +14.0% | +16.0% |
| 6M | -37.5% | +23.1% | -60.6% | -48.4% |
| YTD | -44.5% | +26.0% | -70.5% | -55.1% |
| 1Y | -33.0% | +30.4% | -63.3% | -47.1% |
| All | -33.0% | +29.7% | -62.6% | -47.1% |
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