+123.4%
IWF vs TSLQ
-97.2%
+220.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.6% |
| 7D | -1.7% | +5.7% | -7.4% | -0.9% |
| 30D | -1.8% | -21.1% | +19.2% | -4.2% |
| 3M | +1.5% | -11.5% | +13.0% | +2.1% |
| 6M | +7.7% | -14.9% | +22.6% | +9.4% |
| YTD | +2.7% | +2.4% | +0.3% | +7.4% |
| 1Y | +6.8% | -49.8% | +56.5% | +4.0% |
| 3Y | +76.9% | -95.8% | +172.7% | +51.3% |
| All | +123.4% | -97.2% | +220.6% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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