-52.1%
TSLL vs IRM
+138.9%
-191.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.1% | +6.8% | +7.2% |
| 7D | -14.3% | -3.8% | -10.6% | -9.8% |
| 30D | -6.2% | -3.2% | -3.0% | -1.5% |
| 3M | +21.2% | -7.8% | +29.0% | +31.8% |
| 6M | -36.6% | -12.7% | -23.9% | -27.6% |
| YTD | -47.8% | +36.7% | -84.5% | -61.2% |
| 1Y | -45.2% | +10.0% | -55.3% | -50.1% |
| 3Y | -3.3% | +107.2% | -110.5% | -58.4% |
| All | -52.1% | +138.9% | -191.0% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling