-46.0%
TSLL vs IWD
+33.0%
-79.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -8.9% | -13.5% |
| 7D | -9.4% | +2.5% | -12.0% | -16.3% |
| 30D | +1.6% | +6.0% | -4.4% | -15.1% |
| 3M | +29.4% | +3.8% | +25.6% | +16.0% |
| 6M | -20.1% | +16.3% | -36.5% | -47.6% |
| YTD | -44.5% | +27.5% | -72.0% | -71.3% |
| 1Y | -46.0% | +32.8% | -78.8% | -75.6% |
| All | -46.0% | +33.0% | -79.1% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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