-55.4%
TSLL vs IBKR
+523.9%
-579.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.5% |
| 7D | +1.9% | -3.3% | +5.2% | +6.0% |
| 30D | +17.8% | +4.5% | +13.3% | +12.1% |
| 3M | -37.0% | +6.5% | -43.5% | -40.3% |
| 6M | -37.7% | +34.2% | -71.9% | -54.5% |
| YTD | -51.4% | +44.5% | -95.8% | -67.7% |
| 1Y | -23.4% | +44.7% | -68.1% | -50.1% |
| 3Y | -30.8% | +306.7% | -337.5% | -81.1% |
| All | -55.4% | +523.9% | -579.4% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling