-48.4%
TSLL vs IRE
-98.1%
+49.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.8% | +16.7% | +3.6% |
| 7D | -11.0% | -41.9% | +30.9% | -4.0% |
| 30D | -5.3% | -75.1% | +69.8% | +14.1% |
| 3M | +20.8% | -82.4% | +103.2% | +50.0% |
| 6M | -36.0% | -95.5% | +59.5% | -9.0% |
| YTD | -47.3% | -93.1% | +45.8% | -37.2% |
| 1Y | -48.4% | -97.8% | +49.3% | -23.4% |
| All | -48.4% | -98.1% | +49.7% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling