-46.0%
TSLL vs IBN
+4.2%
-50.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.8% | -10.1% | -7.3% |
| 7D | -9.4% | +8.9% | -18.4% | -11.8% |
| 30D | +1.6% | +12.6% | -11.1% | -3.3% |
| 3M | +29.4% | +3.1% | +26.3% | +28.1% |
| 6M | -20.1% | +20.6% | -40.7% | -25.0% |
| YTD | -44.5% | +5.8% | -50.3% | -46.3% |
| 1Y | -46.0% | +3.7% | -49.7% | -48.2% |
| All | -46.0% | +4.2% | -50.2% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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