-36.5%
TSLL vs IBKR
+287.2%
-323.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.7% |
| 7D | +5.1% | +1.3% | +3.8% | +3.7% |
| 30D | +20.0% | -0.3% | +20.3% | +20.0% |
| 3M | -23.8% | +4.7% | -28.4% | -27.4% |
| 6M | -30.3% | +34.0% | -64.3% | -50.9% |
| YTD | -47.7% | +40.8% | -88.5% | -65.9% |
| 1Y | -21.2% | +45.7% | -66.9% | -51.6% |
| All | -36.5% | +287.2% | -323.7% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling