-39.7%
TSLL vs IRM
+16.9%
-56.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.4% | +1.8% |
| 7D | +33.0% | +8.6% | +24.4% | +25.0% |
| 30D | +7.7% | 0.0% | +7.7% | +9.7% |
| 3M | +34.7% | -7.1% | +41.9% | +42.5% |
| 6M | -31.5% | -7.9% | -23.6% | -27.4% |
| YTD | -42.4% | +41.3% | -83.7% | -50.9% |
| 1Y | -39.7% | +20.7% | -60.4% | -41.3% |
| All | -39.7% | +16.9% | -56.6% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling