-58.1%
TSLL vs IRE
-98.0%
+39.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -33.9% | +12.1% | -16.0% |
| 7D | -28.9% | -57.1% | +28.3% | -19.1% |
| 30D | -21.4% | -84.4% | +63.0% | +3.3% |
| 3M | +5.0% | -85.0% | +89.9% | +35.3% |
| 6M | -36.6% | -95.2% | +58.7% | -9.4% |
| YTD | -56.6% | -93.9% | +37.3% | -46.8% |
| 1Y | -60.9% | -98.8% | +38.0% | -36.3% |
| All | -58.1% | -98.0% | +39.9% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling