-18.4%
TSLL vs IT
-51.0%
+32.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.0% | +12.7% | +9.9% |
| 7D | -21.2% | -16.9% | -4.3% | -16.5% |
| 30D | -13.3% | +2.3% | -15.6% | -14.8% |
| 3M | +15.4% | +2.9% | +12.5% | +12.2% |
| 6M | -34.2% | +25.9% | -60.1% | -44.2% |
| YTD | -52.9% | -24.6% | -28.3% | -43.4% |
| 1Y | -54.3% | -16.0% | -38.3% | -50.6% |
| 3Y | -18.4% | -51.6% | +33.2% | +102.9% |
| All | -18.4% | -51.0% | +32.6% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling