-52.1%
TSLL vs IOT
+157.7%
-209.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.9% | +9.5% |
| 7D | -14.3% | +0.8% | -15.1% | -14.3% |
| 30D | -6.2% | +1.6% | -7.8% | -6.8% |
| 3M | +21.2% | +3.3% | +17.9% | +18.0% |
| 6M | -36.6% | +42.0% | -78.6% | -49.2% |
| YTD | -47.8% | +19.1% | -66.9% | -55.6% |
| 1Y | -45.2% | +8.8% | -54.0% | -51.6% |
| 3Y | -3.3% | +79.2% | -82.5% | -33.2% |
| All | -52.1% | +157.7% | -209.8% | -78.2% |
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