-52.0%
TSLL vs ITOT
+91.6%
-143.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +1.8% |
| 7D | +5.1% | -0.4% | +5.5% | +6.8% |
| 30D | +20.0% | -1.6% | +21.6% | +28.2% |
| 3M | -23.8% | +3.5% | -27.3% | -29.1% |
| 6M | -30.3% | +13.1% | -43.4% | -51.8% |
| YTD | -47.7% | +12.7% | -60.4% | -63.0% |
| 1Y | -21.2% | +18.3% | -39.5% | -51.4% |
| 3Y | -26.9% | +76.4% | -103.3% | -80.0% |
| All | -52.0% | +91.6% | -143.7% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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