-6.4%
TSLL vs ITW
+33.4%
-39.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -4.1% |
| 7D | +17.8% | +2.3% | +15.5% | +14.5% |
| 30D | +8.2% | +6.7% | +1.5% | -0.2% |
| 3M | +20.9% | -0.5% | +21.4% | +21.7% |
| 6M | -37.5% | +16.4% | -53.9% | -51.1% |
| YTD | -44.5% | +19.0% | -63.5% | -61.0% |
| 1Y | -33.0% | +20.2% | -53.2% | -54.9% |
| 3Y | -6.4% | +33.1% | -39.5% | -43.9% |
| All | -6.4% | +33.4% | -39.8% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling