-56.8%
TSLL vs IWD
+80.7%
-137.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +9.8% |
| 7D | -21.2% | -0.5% | -20.8% | -19.5% |
| 30D | -13.3% | +2.7% | -16.0% | -19.7% |
| 3M | +15.4% | +0.9% | +14.5% | +13.6% |
| 6M | -34.2% | +10.5% | -44.8% | -50.6% |
| YTD | -52.9% | +23.7% | -76.6% | -75.1% |
| 1Y | -54.3% | +28.7% | -83.1% | -78.7% |
| 3Y | -18.4% | +79.7% | -98.1% | -80.2% |
| All | -56.8% | +80.7% | -137.6% | -88.7% |
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