-48.4%
TSLL vs IEF
-2.3%
-46.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +2.9% |
| 7D | -11.0% | -0.2% | -10.9% | -11.4% |
| 30D | -5.3% | +1.8% | -7.1% | -12.2% |
| 3M | +20.8% | -1.2% | +22.0% | +27.1% |
| 6M | -36.0% | -2.5% | -33.5% | -29.4% |
| YTD | -47.3% | -2.5% | -44.8% | -43.8% |
| 1Y | -48.4% | -2.3% | -46.2% | -45.6% |
| All | -48.4% | -2.3% | -46.1% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling