-33.0%
TSLL vs IBKR
+13.3%
-46.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.3% |
| 7D | +17.8% | +7.9% | +10.0% | +9.0% |
| 30D | +8.2% | -2.8% | +11.0% | +11.9% |
| 3M | +20.9% | -10.5% | +31.3% | +35.6% |
| 6M | -37.5% | -3.7% | -33.8% | -33.4% |
| YTD | -44.5% | +27.6% | -72.1% | -51.4% |
| 1Y | -33.0% | +22.5% | -55.5% | -39.7% |
| All | -33.0% | +13.3% | -46.2% | -39.7% |
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