-60.3%
TSLL vs IRM
+127.4%
-187.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -11.1% | -10.8% | -11.9% |
| 7D | -28.9% | -10.9% | -18.0% | -20.1% |
| 30D | -21.4% | -9.4% | -12.0% | -12.7% |
| 3M | +5.0% | -16.4% | +21.3% | +24.1% |
| 6M | -36.6% | -18.7% | -17.8% | -23.2% |
| YTD | -56.6% | +30.1% | -86.8% | -66.4% |
| 1Y | -60.9% | +8.5% | -69.4% | -64.3% |
| 3Y | -25.2% | +88.0% | -113.3% | -64.8% |
| All | -60.3% | +127.4% | -187.6% | -85.5% |
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 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