-20.1%
TSLL vs IRE
-90.1%
+69.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -23.2% | +16.9% | -2.3% |
| 7D | -9.4% | -46.8% | +37.4% | -0.5% |
| 30D | +1.6% | -75.5% | +77.1% | +25.3% |
| 3M | +29.4% | -79.4% | +108.8% | +59.9% |
| 6M | -20.1% | -91.3% | +71.1% | +13.1% |
| All | -20.1% | -90.1% | +69.9% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling