-55.4%
TSLL vs IDXX
+32.5%
-87.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.2% | -13.0% | -12.6% |
| 7D | +1.9% | -3.5% | +5.4% | +4.1% |
| 30D | +17.8% | -8.4% | +26.2% | +24.1% |
| 3M | -37.0% | -5.2% | -31.8% | -35.7% |
| 6M | -37.7% | -17.5% | -20.2% | -30.6% |
| YTD | -51.4% | -20.9% | -30.5% | -44.3% |
| 1Y | -23.4% | -16.4% | -7.0% | -16.6% |
| 3Y | -30.8% | +4.7% | -35.5% | -42.8% |
| All | -55.4% | +32.5% | -87.9% | -70.7% |
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