-46.0%
TSLL vs IWF
-1.6%
-44.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.4% | -6.7% | -7.5% |
| 7D | -9.4% | -4.2% | -5.3% | +2.6% |
| 30D | +1.6% | -8.1% | +9.7% | +32.4% |
| 3M | +29.4% | -5.1% | +34.5% | +53.4% |
| 6M | -20.1% | -1.4% | -18.7% | -10.5% |
| YTD | -44.5% | -0.1% | -44.4% | -37.2% |
| 1Y | -46.0% | -1.3% | -44.7% | -35.4% |
| All | -46.0% | -1.6% | -44.4% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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