-55.4%
TSLL vs IEF
+2.0%
-57.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -0.3% | +2.2% | +2.2% |
| 30D | +17.8% | -0.8% | +18.5% | +18.6% |
| 3M | -37.0% | -1.0% | -36.0% | -36.4% |
| 6M | -37.7% | -2.8% | -34.9% | -36.3% |
| YTD | -51.4% | -1.5% | -49.9% | -50.7% |
| 1Y | -23.4% | -0.4% | -22.9% | -22.9% |
| 3Y | -30.8% | +9.7% | -40.4% | -37.0% |
| All | -55.4% | +2.0% | -57.5% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling