-49.1%
TSLL vs IDXX
+74.3%
-123.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.2% |
| 7D | +17.8% | +4.2% | +13.7% | +15.3% |
| 30D | +8.2% | +33.1% | -24.9% | -9.4% |
| 3M | +20.9% | +24.2% | -3.4% | +4.9% |
| 6M | -37.5% | +33.2% | -70.7% | -48.9% |
| YTD | -44.5% | +4.1% | -48.6% | -46.6% |
| 1Y | -33.0% | +0.4% | -33.4% | -34.2% |
| 3Y | -6.4% | +62.9% | -69.2% | -43.7% |
| All | -49.1% | +74.3% | -123.4% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling