-21.0%
TSLL vs IFF
+33.8%
-54.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.8% | +8.7% | +8.1% |
| 7D | +5.8% | -0.2% | +6.0% | +5.8% |
| 30D | +21.7% | -0.3% | +22.0% | +21.5% |
| 3M | -28.2% | +18.6% | -46.8% | -31.5% |
| 6M | -29.5% | +17.4% | -46.8% | -33.5% |
| YTD | -47.5% | +28.5% | -76.0% | -50.6% |
| All | -21.0% | +33.8% | -54.8% | -28.2% |
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