-33.3%
TSLL vs ITOT
+79.3%
-112.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -10.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +17.8% | 0.0% | +17.7% | +19.0% |
| 3M | -37.0% | +2.0% | -39.0% | -37.9% |
| 6M | -37.7% | +13.0% | -50.7% | -60.0% |
| YTD | -51.4% | +14.0% | -65.3% | -69.7% |
| 1Y | -23.4% | +19.9% | -43.3% | -60.2% |
| All | -33.3% | +79.3% | -112.5% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling