-60.3%
TSLL vs IP
-2.3%
-58.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.0% | -17.9% | -19.5% |
| 7D | -28.9% | -5.0% | -23.9% | -26.3% |
| 30D | -21.4% | +6.5% | -28.0% | -24.4% |
| 3M | +5.0% | -18.0% | +23.0% | +18.4% |
| 6M | -36.6% | +10.3% | -46.9% | -42.1% |
| YTD | -56.6% | -9.9% | -46.8% | -55.5% |
| 1Y | -60.9% | -1.1% | -59.8% | -62.8% |
| 3Y | -25.2% | +13.0% | -38.2% | -28.9% |
| All | -60.3% | -2.3% | -58.0% | -59.1% |
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 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