-18.4%
TSLL vs ITOT
+74.2%
-92.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.3% | +6.9% |
| 7D | -21.2% | -2.7% | -18.6% | -9.8% |
| 30D | -13.3% | -5.2% | -8.1% | +12.1% |
| 3M | +15.4% | -4.4% | +19.8% | +45.8% |
| 6M | -34.2% | +0.4% | -34.6% | -28.5% |
| YTD | -52.9% | +8.8% | -61.7% | -63.3% |
| 1Y | -54.3% | +11.0% | -65.4% | -67.2% |
| 3Y | -18.4% | +74.4% | -92.8% | -80.8% |
| All | -18.4% | +74.2% | -92.5% | -80.8% |
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