-53.1%
TSLL vs IDXX
+25.4%
-78.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -1.3% |
| 7D | -7.3% | -4.3% | -3.0% | -5.0% |
| 30D | +15.8% | -13.7% | +29.4% | +26.4% |
| 3M | -19.5% | -9.1% | -10.4% | -15.8% |
| 6M | -32.1% | -15.4% | -16.6% | -25.9% |
| YTD | -48.9% | -25.1% | -23.7% | -39.5% |
| 1Y | -23.4% | -20.6% | -2.8% | -14.0% |
| 3Y | -28.6% | +8.7% | -37.3% | -43.5% |
| All | -53.1% | +25.4% | -78.5% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling