-51.7%
TSLL vs IRM
+138.7%
-190.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -11.0% | -5.1% | -6.0% | -5.2% |
| 30D | -5.3% | -3.3% | -2.0% | -0.5% |
| 3M | +20.8% | -8.2% | +29.0% | +31.8% |
| 6M | -36.0% | -12.8% | -23.2% | -26.8% |
| YTD | -47.3% | +36.6% | -83.9% | -60.8% |
| 1Y | -48.4% | +11.9% | -60.3% | -53.8% |
| 3Y | -5.4% | +105.1% | -110.6% | -58.9% |
| All | -51.7% | +138.7% | -190.4% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling