-48.9%
TSLL vs IBN
+69.6%
-118.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.1% |
| 7D | +0.5% | +11.1% | -10.7% | -7.4% |
| 30D | +2.7% | +23.9% | -21.2% | -13.9% |
| 3M | +26.3% | +16.3% | +10.0% | +11.4% |
| 6M | -37.2% | +34.2% | -71.4% | -50.6% |
| YTD | -44.2% | +17.6% | -61.8% | -51.7% |
| 1Y | -44.0% | +13.8% | -57.8% | -50.2% |
| 3Y | 0.0% | +57.0% | -57.0% | -37.3% |
| All | -48.9% | +69.6% | -118.5% | -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