-52.0%
TSLL vs IEF
+1.6%
-53.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +5.1% | -0.3% | +5.4% | +5.4% |
| 30D | +20.0% | -0.6% | +20.5% | +20.6% |
| 3M | -23.8% | -1.0% | -22.8% | -23.0% |
| 6M | -30.3% | -3.1% | -27.2% | -28.6% |
| YTD | -47.7% | -1.9% | -45.8% | -46.8% |
| 1Y | -21.2% | -1.4% | -19.8% | -20.2% |
| 3Y | -26.9% | +9.8% | -36.7% | -33.5% |
| All | -52.0% | +1.6% | -53.7% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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