-48.9%
TSLL vs IEF
-1.4%
-47.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.1% | +11.0% | +11.1% |
| 7D | -14.3% | +0.3% | -14.6% | -15.3% |
| 30D | -6.2% | +2.7% | -8.8% | -14.7% |
| 3M | +21.2% | -0.8% | +22.0% | +27.3% |
| 6M | -36.6% | -1.7% | -34.9% | -31.4% |
| YTD | -47.8% | -1.6% | -46.1% | -45.3% |
| All | -48.9% | -1.4% | -47.5% | -47.2% |
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