-51.9%
TSLL vs IOT
+145.0%
-196.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.1% | +8.0% | +7.9% |
| 7D | +5.8% | +2.8% | +3.0% | +4.1% |
| 30D | +21.7% | -1.8% | +23.5% | +22.4% |
| 3M | -28.2% | +17.9% | -46.1% | -34.7% |
| 6M | -29.5% | +13.5% | -43.0% | -36.6% |
| YTD | -47.5% | +13.3% | -60.8% | -54.0% |
| 1Y | -20.8% | -3.3% | -17.5% | -25.3% |
| 3Y | -26.7% | +31.3% | -58.1% | -41.3% |
| All | -51.9% | +145.0% | -196.9% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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