-55.4%
TSLL vs IWD
+80.2%
-135.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.2% | -9.7% |
| 7D | +1.9% | -0.3% | +2.2% | +3.1% |
| 30D | +17.8% | +0.6% | +17.2% | +16.3% |
| 3M | -37.0% | +7.2% | -44.2% | -48.4% |
| 6M | -37.7% | +16.2% | -53.9% | -60.1% |
| YTD | -51.4% | +23.3% | -74.7% | -74.2% |
| 1Y | -23.4% | +29.6% | -52.9% | -64.7% |
| 3Y | -30.8% | +70.5% | -101.2% | -81.1% |
| All | -55.4% | +80.2% | -135.6% | -88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling