-48.4%
TSLL vs IT
-18.2%
-30.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | -11.0% | -7.5% | -3.5% | -11.4% |
| 30D | -5.3% | -1.2% | -4.1% | -5.0% |
| 3M | +20.8% | -2.2% | +23.0% | +21.2% |
| 6M | -36.0% | +19.1% | -55.1% | -32.5% |
| YTD | -47.3% | -25.1% | -22.2% | -37.4% |
| 1Y | -48.4% | -17.4% | -31.1% | -39.6% |
| All | -48.4% | -18.2% | -30.3% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling