-33.0%
TSLL vs IRM
+20.8%
-53.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.2% |
| 7D | +17.8% | +6.8% | +11.1% | +12.5% |
| 30D | +8.2% | +2.6% | +5.6% | +8.9% |
| 3M | +20.9% | -9.5% | +30.3% | +29.0% |
| 6M | -37.5% | -8.5% | -29.0% | -33.8% |
| YTD | -44.5% | +40.3% | -84.8% | -46.3% |
| 1Y | -33.0% | +28.7% | -61.6% | -35.2% |
| All | -33.0% | +20.8% | -53.7% | -35.2% |
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