-55.4%
TSLL vs ITW
+42.1%
-97.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.3% | -11.1% |
| 7D | +1.9% | -3.6% | +5.5% | +6.8% |
| 30D | +17.8% | -9.1% | +26.9% | +33.2% |
| 3M | -37.0% | +8.2% | -45.2% | -45.0% |
| 6M | -37.7% | -4.8% | -32.9% | -35.5% |
| YTD | -51.4% | +11.0% | -62.4% | -61.0% |
| 1Y | -23.4% | +4.2% | -27.6% | -33.1% |
| 3Y | -30.8% | +17.3% | -48.0% | -46.4% |
| All | -55.4% | +42.1% | -97.6% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling