-6.8%
TSLL vs IBIT
+39.4%
-46.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | -0.6% |
| 7D | +17.8% | -9.2% | +27.0% | +27.7% |
| 30D | +8.2% | -15.8% | +24.0% | +26.2% |
| 3M | +20.9% | +8.5% | +12.3% | +12.5% |
| 6M | -37.5% | -13.7% | -23.8% | -28.4% |
| YTD | -44.5% | -21.6% | -22.9% | -31.9% |
| 1Y | -33.0% | -30.0% | -3.0% | -10.4% |
| All | -6.8% | +39.4% | -46.2% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling