-18.4%
TSLL vs IRM
+90.1%
-108.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.7% | +7.8% |
| 7D | -21.2% | -8.6% | -12.6% | -13.6% |
| 30D | -13.3% | -8.0% | -5.3% | -5.2% |
| 3M | +15.4% | -12.0% | +27.4% | +30.0% |
| 6M | -34.2% | -18.2% | -16.1% | -21.4% |
| YTD | -52.9% | +31.4% | -84.3% | -63.3% |
| 1Y | -54.3% | +9.2% | -63.5% | -58.0% |
| 3Y | -18.4% | +94.6% | -113.0% | -65.5% |
| All | -18.4% | +90.1% | -108.4% | -65.5% |
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