-55.4%
TSLL vs IP
+6.3%
-61.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.2% | -14.0% | -13.2% |
| 7D | +1.9% | -5.3% | +7.2% | +5.0% |
| 30D | +17.8% | -10.9% | +28.6% | +26.2% |
| 3M | -37.0% | +11.2% | -48.2% | -42.4% |
| 6M | -37.7% | -10.2% | -27.4% | -34.9% |
| YTD | -51.4% | -2.0% | -49.4% | -52.6% |
| 1Y | -23.4% | -19.1% | -4.3% | -15.3% |
| 3Y | -30.8% | +20.9% | -51.6% | -36.6% |
| All | -55.4% | +6.3% | -61.7% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling