-27.9%
TSLL vs INIO
-58.1%
+30.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.6% | +8.6% | +4.2% |
| 7D | -11.0% | -24.8% | +13.8% | -0.6% |
| 30D | -5.3% | -30.4% | +25.1% | +7.8% |
| 3M | +20.8% | -49.2% | +70.1% | +53.9% |
| All | -27.9% | -58.1% | +30.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling