-55.4%
TSLL vs IT
-36.2%
-19.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.6% | -7.2% | -9.7% |
| 7D | +1.9% | -6.0% | +7.9% | +5.3% |
| 30D | +17.8% | 0.0% | +17.8% | +18.1% |
| 3M | -37.0% | +13.1% | -50.1% | -42.1% |
| 6M | -37.7% | +11.7% | -49.4% | -44.7% |
| YTD | -51.4% | -26.1% | -25.3% | -41.5% |
| 1Y | -23.4% | -21.3% | -2.1% | -13.7% |
| 3Y | -30.8% | -46.7% | +16.0% | +23.8% |
| All | -55.4% | -36.2% | -19.3% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling