-56.8%
TSLL vs IBN
+65.5%
-122.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.5% | +5.7% |
| 7D | -21.2% | +15.1% | -36.3% | -29.6% |
| 30D | -13.3% | +21.6% | -34.9% | -26.5% |
| 3M | +15.4% | +11.2% | +4.2% | +5.2% |
| 6M | -34.2% | +27.8% | -62.0% | -46.5% |
| YTD | -52.9% | +14.7% | -67.6% | -58.5% |
| 1Y | -54.3% | +14.4% | -68.8% | -59.9% |
| 3Y | -18.4% | +52.1% | -70.5% | -47.6% |
| All | -56.8% | +65.5% | -122.3% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling