-23.4%
TSLL vs IBKR
+43.8%
-67.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -1.4% |
| 7D | -7.3% | -3.8% | -3.5% | -3.9% |
| 30D | +15.8% | -0.3% | +16.1% | +16.0% |
| 3M | -19.5% | +4.8% | -24.2% | -21.8% |
| 6M | -32.1% | +30.8% | -62.8% | -45.5% |
| YTD | -48.9% | +39.5% | -88.3% | -60.7% |
| 1Y | -23.4% | +43.7% | -67.0% | -23.3% |
| All | -23.4% | +43.8% | -67.2% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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