-37.7%
TSLL vs IWD
+16.4%
-54.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.2% | -9.6% |
| 7D | +1.9% | -0.3% | +2.2% | +3.2% |
| 30D | +17.8% | +0.6% | +17.2% | +16.2% |
| 3M | -37.0% | +7.2% | -44.2% | -48.6% |
| 6M | -37.7% | +16.2% | -53.9% | -56.5% |
| All | -37.7% | +16.4% | -54.1% | -56.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling