-37.7%
TSLL vs IOT
+39.3%
-77.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.7% | -15.6% | -12.4% |
| 7D | +1.9% | -2.3% | +4.2% | +2.0% |
| 30D | +17.8% | +3.8% | +14.0% | +17.1% |
| 3M | -37.0% | +14.2% | -51.2% | -38.7% |
| 6M | -37.7% | +40.1% | -77.8% | -41.1% |
| All | -37.7% | +39.3% | -77.0% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling