-51.7%
TSLL vs IWD
+84.4%
-136.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -11.0% | +1.6% | -12.6% | -14.4% |
| 30D | -5.3% | +3.6% | -8.9% | -14.5% |
| 3M | +20.8% | +2.0% | +18.8% | +15.1% |
| 6M | -36.0% | +13.1% | -49.1% | -55.0% |
| YTD | -47.3% | +26.2% | -73.5% | -73.7% |
| 1Y | -48.4% | +29.6% | -78.0% | -76.3% |
| 3Y | -5.4% | +84.3% | -89.8% | -78.7% |
| All | -51.7% | +84.4% | -136.1% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling