-48.9%
TSLL vs ITW
+52.9%
-101.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.5% |
| 7D | +0.5% | -1.6% | +2.1% | +3.5% |
| 30D | +2.7% | +8.9% | -6.2% | -7.7% |
| 3M | +26.3% | -0.9% | +27.1% | +27.5% |
| 6M | -37.2% | +16.0% | -53.2% | -49.7% |
| YTD | -44.2% | +19.4% | -63.7% | -59.3% |
| 1Y | -44.0% | +20.7% | -64.6% | -60.4% |
| 3Y | 0.0% | +33.4% | -33.4% | -34.1% |
| All | -48.9% | +52.9% | -101.8% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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