-20.8%
TSLL vs ITW
+3.8%
-24.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.5% | +8.4% | +7.9% |
| 7D | +5.8% | -0.4% | +6.2% | +5.8% |
| 30D | +21.7% | -9.4% | +31.1% | +22.8% |
| 3M | -28.2% | +7.1% | -35.3% | -29.6% |
| 6M | -29.5% | -1.9% | -27.6% | -31.2% |
| YTD | -47.5% | +10.4% | -58.0% | -47.9% |
| 1Y | -20.8% | +3.3% | -24.1% | -16.1% |
| All | -20.8% | +3.8% | -24.5% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling