-52.7%
TSLL vs IDXX
+24.9%
-77.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +6.1% | -5.7% | +11.9% | +9.9% |
| 30D | +20.6% | -11.5% | +32.2% | +29.7% |
| 3M | -25.4% | -9.5% | -15.9% | -21.7% |
| 6M | -34.2% | -16.0% | -18.3% | -28.0% |
| YTD | -48.4% | -25.4% | -23.0% | -38.8% |
| 1Y | -30.8% | -21.8% | -9.1% | -21.6% |
| 3Y | -37.4% | +7.0% | -44.5% | -49.9% |
| All | -52.7% | +24.9% | -77.6% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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