-48.9%
TSLL vs IFF
+38.8%
-87.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.2% | +8.7% | +10.4% |
| 7D | -14.3% | -10.8% | -3.5% | -12.2% |
| 30D | -6.2% | -0.1% | -6.0% | -6.2% |
| 3M | +21.2% | -1.2% | +22.4% | +21.1% |
| 6M | -36.6% | +5.2% | -41.8% | -38.4% |
| YTD | -47.8% | +27.3% | -75.1% | -47.2% |
| All | -48.9% | +38.8% | -87.7% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling