-24.9%
TSLL vs IRM
+88.2%
-113.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -11.1% | -10.8% | -12.2% |
| 7D | -28.9% | -10.9% | -18.0% | -20.4% |
| 30D | -21.4% | -9.4% | -12.0% | -13.0% |
| 3M | +5.0% | -16.4% | +21.3% | +23.3% |
| 6M | -36.6% | -18.7% | -17.8% | -23.8% |
| YTD | -56.6% | +30.1% | -86.8% | -66.0% |
| 1Y | -60.9% | +8.5% | -69.4% | -63.9% |
| All | -24.9% | +88.2% | -113.1% | -68.0% |
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