-56.8%
TSLL vs ITW
+48.8%
-105.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.6% | +10.2% | +10.6% |
| 7D | -21.2% | +0.9% | -22.1% | -21.8% |
| 30D | -13.3% | +7.6% | -20.9% | -21.0% |
| 3M | +15.4% | -4.0% | +19.4% | +21.2% |
| 6M | -34.2% | +9.2% | -43.4% | -43.3% |
| YTD | -52.9% | +16.2% | -69.1% | -64.5% |
| 1Y | -54.3% | +17.9% | -72.3% | -67.0% |
| 3Y | -18.4% | +30.6% | -49.0% | -44.8% |
| All | -56.8% | +48.8% | -105.6% | -75.1% |
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 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