-54.3%
TSLL vs IWD
+28.1%
-82.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +9.7% |
| 7D | -21.2% | -0.5% | -20.8% | -18.9% |
| 30D | -13.3% | +2.7% | -16.0% | -18.8% |
| 3M | +15.4% | +0.9% | +14.5% | +14.5% |
| 6M | -34.2% | +10.5% | -44.8% | -48.9% |
| YTD | -52.9% | +23.7% | -76.6% | -72.1% |
| 1Y | -54.3% | +28.7% | -83.1% | -75.8% |
| All | -54.3% | +28.1% | -82.5% | -75.8% |
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