-52.0%
TSLL vs ITW
+38.9%
-90.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +2.1% |
| 7D | +5.1% | -1.9% | +7.0% | +7.9% |
| 30D | +20.0% | -10.4% | +30.3% | +37.9% |
| 3M | -23.8% | +3.5% | -27.3% | -29.2% |
| 6M | -30.3% | -3.4% | -26.9% | -29.7% |
| YTD | -47.7% | +8.5% | -56.2% | -56.8% |
| 1Y | -21.2% | +3.2% | -24.4% | -30.7% |
| 3Y | -26.9% | +18.9% | -45.8% | -44.0% |
| All | -52.0% | +38.9% | -90.9% | -69.6% |
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