-33.0%
TSLL vs IWD
+28.9%
-61.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -4.4% |
| 7D | +17.8% | +2.3% | +15.6% | +10.5% |
| 30D | +8.2% | +3.6% | +4.7% | -0.8% |
| 3M | +20.9% | +2.2% | +18.7% | +15.9% |
| 6M | -37.5% | +13.0% | -50.5% | -53.9% |
| YTD | -44.5% | +26.5% | -71.0% | -67.6% |
| 1Y | -33.0% | +30.1% | -63.1% | -62.6% |
| All | -33.0% | +28.9% | -61.9% | -62.6% |
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