-27.2%
TSLL vs IBIT
+54.0%
-81.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.1% | -16.8% | -17.4% |
| 7D | -28.9% | -5.9% | -23.0% | -24.6% |
| 30D | -21.4% | -11.3% | -10.2% | -12.2% |
| 3M | +5.0% | +17.1% | -12.1% | -8.2% |
| 6M | -36.6% | -7.0% | -29.5% | -31.7% |
| YTD | -56.6% | -13.3% | -43.3% | -51.1% |
| 1Y | -60.9% | -27.0% | -33.9% | -49.1% |
| All | -27.2% | +54.0% | -81.2% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling