-33.3%
TSLL vs IBN
+34.1%
-67.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -11.3% |
| 7D | +1.9% | +1.4% | +0.5% | +1.1% |
| 30D | +17.8% | -0.3% | +18.1% | +18.1% |
| 3M | -37.0% | +17.1% | -54.1% | -43.4% |
| 6M | -37.7% | +3.4% | -41.1% | -39.0% |
| YTD | -51.4% | +2.5% | -53.9% | -52.5% |
| 1Y | -23.4% | -4.2% | -19.2% | -21.8% |
| All | -33.3% | +34.1% | -67.3% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling