-23.4%
TSLL vs IP
-18.9%
-4.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.2% | -14.0% | -12.6% |
| 7D | +1.9% | -5.3% | +7.2% | +3.7% |
| 30D | +17.8% | -10.9% | +28.6% | +22.5% |
| 3M | -37.0% | +11.2% | -48.2% | -40.0% |
| 6M | -37.7% | -10.2% | -27.4% | -36.5% |
| YTD | -51.4% | -2.0% | -49.4% | -51.2% |
| 1Y | -23.4% | -19.1% | -4.3% | -17.1% |
| All | -23.4% | -18.9% | -4.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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 · 6 months rolling