-35.3%
TSLL vs IOT
+29.8%
-65.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.7% | -15.6% | -13.7% |
| 7D | +1.9% | -2.3% | +4.2% | +2.8% |
| 30D | +17.8% | +3.8% | +14.0% | +15.3% |
| 3M | -37.0% | +14.2% | -51.2% | -41.9% |
| 6M | -37.7% | +40.1% | -77.8% | -51.3% |
| YTD | -51.4% | +13.4% | -64.8% | -57.4% |
| 1Y | -23.4% | +12.2% | -35.5% | -34.2% |
| All | -35.3% | +29.8% | -65.2% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling