-60.3%
TSLL vs IBB
+61.8%
-122.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.0% | -16.9% | -13.9% |
| 7D | -28.9% | -3.6% | -25.3% | -23.8% |
| 30D | -21.4% | +3.4% | -24.8% | -24.7% |
| 3M | +5.0% | +9.5% | -4.5% | -9.3% |
| 6M | -36.6% | +23.3% | -59.9% | -56.3% |
| YTD | -56.6% | +24.5% | -81.2% | -71.0% |
| 1Y | -60.9% | +32.9% | -93.8% | -76.8% |
| 3Y | -25.2% | +76.6% | -101.8% | -71.9% |
| All | -60.3% | +61.8% | -122.0% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling