-55.4%
TSLL vs IFF
-24.1%
-31.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.8% |
| 7D | +1.9% | -1.8% | +3.7% | +2.7% |
| 30D | +17.8% | -2.0% | +19.7% | +18.8% |
| 3M | -37.0% | +18.5% | -55.5% | -42.5% |
| 6M | -37.7% | +11.7% | -49.3% | -41.9% |
| YTD | -51.4% | +29.6% | -80.9% | -58.8% |
| 1Y | -23.4% | +35.0% | -58.3% | -37.2% |
| 3Y | -30.8% | +32.3% | -63.1% | -44.5% |
| All | -55.4% | -24.1% | -31.3% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling