-11.5%
TSLL vs IBIT
+49.2%
-60.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +2.3% |
| 7D | -11.0% | -5.4% | -5.6% | -6.0% |
| 30D | -5.3% | -10.5% | +5.2% | +4.9% |
| 3M | +20.8% | +15.0% | +5.8% | +7.1% |
| 6M | -36.0% | -8.3% | -27.7% | -30.3% |
| YTD | -47.3% | -16.1% | -31.2% | -38.9% |
| 1Y | -48.4% | -30.8% | -17.7% | -29.8% |
| All | -11.5% | +49.2% | -60.7% | -20.2% |
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