-46.3%
TSLL vs IRE
-97.0%
+50.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -23.2% | +16.9% | -2.6% |
| 7D | -9.4% | -46.8% | +37.4% | -1.3% |
| 30D | +1.6% | -75.5% | +77.1% | +23.4% |
| 3M | +29.4% | -79.4% | +108.8% | +57.6% |
| 6M | -20.1% | -91.3% | +71.1% | +2.7% |
| YTD | -44.5% | -90.8% | +46.3% | -36.6% |
| 1Y | -46.0% | -97.7% | +51.7% | -23.2% |
| All | -46.3% | -97.0% | +50.7% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling