-52.1%
TSLL vs IEF
+1.9%
-54.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.1% | +11.0% | +11.0% |
| 7D | -14.3% | +0.3% | -14.6% | -14.6% |
| 30D | -6.2% | +2.7% | -8.8% | -8.3% |
| 3M | +21.2% | -0.8% | +22.0% | +21.9% |
| 6M | -36.6% | -1.7% | -34.9% | -35.7% |
| YTD | -47.8% | -1.6% | -46.1% | -47.0% |
| 1Y | -45.2% | -1.6% | -43.7% | -44.4% |
| 3Y | -3.3% | +12.4% | -15.6% | -13.6% |
| All | -52.1% | +1.9% | -54.0% | -52.6% |
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