+29.4%
TSLL vs IP
-13.5%
+42.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.5% | -7.8% | -6.7% |
| 7D | -9.4% | +3.4% | -12.8% | -10.1% |
| 30D | +1.6% | +11.2% | -9.7% | -1.7% |
| 3M | +29.4% | -14.8% | +44.2% | +50.4% |
| All | +29.4% | -13.5% | +42.9% | +50.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling