-23.4%
TSLL vs IWF
+10.9%
-34.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | +0.5% | +1.4% | +0.5% |
| 30D | +17.8% | -0.4% | +18.1% | +20.2% |
| 3M | -37.0% | -2.6% | -34.4% | -26.9% |
| 6M | -37.7% | +9.1% | -46.8% | -47.9% |
| YTD | -51.4% | +4.5% | -55.9% | -52.2% |
| 1Y | -23.4% | +10.1% | -33.4% | -32.1% |
| All | -23.4% | +10.9% | -34.2% | -32.1% |
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