-35.3%
TSLL vs IRM
+103.0%
-138.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.6% | -13.5% | -13.2% |
| 7D | +1.9% | -0.5% | +2.4% | +2.1% |
| 30D | +17.8% | -8.1% | +25.8% | +25.3% |
| 3M | -37.0% | -9.7% | -27.3% | -32.0% |
| 6M | -37.7% | +10.0% | -47.7% | -43.5% |
| YTD | -51.4% | +43.0% | -94.4% | -65.4% |
| 1Y | -23.4% | +32.7% | -56.0% | -42.9% |
| All | -35.3% | +103.0% | -138.3% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling