-23.4%
TSLL vs IBIT
-28.1%
+4.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.4% | -9.4% | -9.7% |
| 7D | +1.9% | +3.0% | -1.1% | 0.0% |
| 30D | +17.8% | +23.1% | -5.3% | -0.7% |
| 3M | -37.0% | +25.6% | -62.6% | -46.9% |
| 6M | -37.7% | +9.1% | -46.8% | -41.6% |
| YTD | -51.4% | -8.9% | -42.5% | -47.6% |
| 1Y | -23.4% | -27.5% | +4.1% | +16.6% |
| All | -23.4% | -28.1% | +4.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 IBIT 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