-52.1%
TSLL vs IBN
+68.2%
-120.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.7% | +9.3% | +9.7% |
| 7D | -14.3% | +14.6% | -28.9% | -23.0% |
| 30D | -6.2% | +23.5% | -29.7% | -21.2% |
| 3M | +21.2% | +14.0% | +7.2% | +8.5% |
| 6M | -36.6% | +31.1% | -67.7% | -49.3% |
| YTD | -47.8% | +16.6% | -64.3% | -54.4% |
| 1Y | -45.2% | +14.9% | -60.1% | -51.8% |
| 3Y | -3.3% | +56.9% | -60.1% | -39.5% |
| All | -52.1% | +68.2% | -120.3% | -72.8% |
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