+126.5%
IWF vs TSLQ
-97.3%
+223.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.0% | +7.6% | -1.3% |
| 7D | +1.5% | -8.6% | +10.1% | +0.5% |
| 30D | -1.3% | -24.9% | +23.6% | -4.3% |
| 3M | +0.1% | -1.5% | +1.6% | +2.2% |
| 6M | +10.3% | -18.1% | +28.3% | +11.4% |
| YTD | +4.2% | -0.1% | +4.3% | +8.6% |
| 1Y | +9.3% | -51.4% | +60.7% | +6.1% |
| 3Y | +79.3% | -95.9% | +175.3% | +52.9% |
| All | +126.5% | -97.3% | +223.8% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling