-51.7%
TSLL vs IT
-35.3%
-16.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | -11.0% | -7.5% | -3.5% | -7.9% |
| 30D | -5.3% | -1.2% | -4.1% | -5.9% |
| 3M | +20.8% | -2.2% | +23.0% | +19.2% |
| 6M | -36.0% | +19.1% | -55.1% | -46.0% |
| YTD | -47.3% | -25.1% | -22.2% | -38.7% |
| 1Y | -48.4% | -17.4% | -31.1% | -45.3% |
| 3Y | -5.4% | -54.1% | +48.7% | +92.3% |
| All | -51.7% | -35.3% | -16.4% | -32.5% |
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