-52.1%
TSLL vs IFF
-25.5%
-26.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.2% | +8.7% | +9.8% |
| 7D | -14.3% | -10.8% | -3.5% | -9.1% |
| 30D | -6.2% | -0.1% | -6.0% | -6.4% |
| 3M | +21.2% | -1.2% | +22.4% | +21.3% |
| 6M | -36.6% | +5.2% | -41.8% | -38.7% |
| YTD | -47.8% | +27.3% | -75.1% | -55.5% |
| 1Y | -45.2% | +39.2% | -84.4% | -56.2% |
| 3Y | -3.3% | +26.1% | -29.4% | -20.7% |
| All | -52.1% | -25.5% | -26.7% | -48.4% |
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