-60.3%
TSLL vs IWD
+81.4%
-141.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.6% | -19.3% | -13.6% |
| 7D | -28.9% | -0.9% | -28.0% | -26.2% |
| 30D | -21.4% | +2.6% | -24.1% | -27.1% |
| 3M | +5.0% | +1.2% | +3.7% | +2.3% |
| 6M | -36.6% | +12.1% | -48.7% | -54.3% |
| YTD | -56.6% | +24.1% | -80.8% | -77.3% |
| 1Y | -60.9% | +28.5% | -89.4% | -81.6% |
| 3Y | -25.2% | +79.5% | -104.7% | -81.9% |
| All | -60.3% | +81.4% | -141.7% | -89.7% |
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 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