-48.4%
TSLL vs IFF
+36.7%
-85.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -11.0% | -9.8% | -1.2% | -9.0% |
| 30D | -5.3% | -1.6% | -3.7% | -5.0% |
| 3M | +20.8% | -1.8% | +22.6% | +20.9% |
| 6M | -36.0% | +3.6% | -39.6% | -37.6% |
| YTD | -47.3% | +25.4% | -72.7% | -46.5% |
| 1Y | -48.4% | +35.4% | -83.9% | -44.3% |
| All | -48.4% | +36.7% | -85.2% | -44.3% |
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