-49.1%
TSLL vs IP
+1.8%
-50.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.5% | -7.8% | -7.2% |
| 7D | -9.4% | +3.4% | -12.8% | -11.4% |
| 30D | +1.6% | +11.2% | -9.7% | -5.4% |
| 3M | +29.4% | -14.8% | +44.2% | +41.6% |
| 6M | -20.1% | +17.3% | -37.4% | -30.3% |
| YTD | -44.5% | -6.2% | -38.3% | -44.8% |
| 1Y | -46.0% | +2.3% | -48.4% | -50.0% |
| 3Y | -4.3% | +17.7% | -21.9% | -11.7% |
| All | -49.1% | +1.8% | -50.9% | -49.2% |
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