-26.7%
TSLL vs IP
+24.1%
-50.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.0% | +9.9% | +9.1% |
| 7D | +5.8% | +0.1% | +5.7% | +5.4% |
| 30D | +21.7% | -11.2% | +32.9% | +30.7% |
| 3M | -28.2% | +12.3% | -40.5% | -35.0% |
| 6M | -29.5% | -5.2% | -24.2% | -29.1% |
| YTD | -47.5% | -4.0% | -43.6% | -48.3% |
| 1Y | -20.8% | -19.2% | -1.6% | -11.9% |
| 3Y | -26.7% | +20.3% | -47.1% | -25.5% |
| All | -26.7% | +24.1% | -50.8% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling