-49.1%
TSLL vs IBN
+68.5%
-117.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.0% |
| 7D | +17.8% | +1.9% | +16.0% | +16.3% |
| 30D | +8.2% | +22.1% | -13.9% | -8.2% |
| 3M | +20.9% | +17.1% | +3.8% | +6.0% |
| 6M | -37.5% | +35.5% | -73.1% | -51.4% |
| YTD | -44.5% | +16.8% | -61.3% | -51.7% |
| 1Y | -33.0% | +12.4% | -45.4% | -39.7% |
| 3Y | -6.4% | +58.0% | -64.4% | -41.9% |
| All | -49.1% | +68.5% | -117.7% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling