-60.9%
TSLL vs IWD
+29.3%
-90.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.6% | -19.3% | -14.0% |
| 7D | -28.9% | -0.9% | -28.0% | -25.8% |
| 30D | -21.4% | +2.6% | -24.1% | -26.3% |
| 3M | +5.0% | +1.2% | +3.7% | +3.2% |
| 6M | -36.6% | +12.1% | -48.7% | -52.6% |
| YTD | -56.6% | +24.1% | -80.8% | -74.9% |
| 1Y | -60.9% | +28.5% | -89.4% | -79.6% |
| All | -60.9% | +29.3% | -90.1% | -79.6% |
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