-52.1%
TSLL vs IT
-34.6%
-17.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.4% | +10.7% |
| 7D | -14.3% | -18.8% | +4.5% | -7.0% |
| 30D | -6.2% | -0.1% | -6.1% | -7.2% |
| 3M | +21.2% | +2.9% | +18.3% | +16.9% |
| 6M | -36.6% | +20.4% | -57.0% | -46.7% |
| YTD | -47.8% | -24.3% | -23.5% | -39.5% |
| 1Y | -45.2% | -17.2% | -28.1% | -41.8% |
| 3Y | -3.3% | -52.4% | +49.2% | +91.5% |
| All | -52.1% | -34.6% | -17.5% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling