-20.1%
TSLL vs IBB
+32.8%
-52.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -9.0% | -8.0% |
| 7D | -9.4% | +2.2% | -11.6% | -10.9% |
| 30D | +1.6% | +6.3% | -4.8% | -2.8% |
| 3M | +29.4% | +16.3% | +13.1% | +17.5% |
| 6M | -20.1% | +30.0% | -50.1% | -35.5% |
| All | -20.1% | +32.8% | -52.9% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling