-51.7%
TSLL vs IWF
+89.1%
-140.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +3.7% |
| 7D | -11.0% | -2.9% | -8.1% | +0.3% |
| 30D | -5.3% | -10.9% | +5.6% | +39.7% |
| 3M | +20.8% | -8.1% | +28.9% | +63.3% |
| 6M | -36.0% | -7.5% | -28.5% | -9.9% |
| YTD | -47.3% | -3.4% | -43.9% | -33.7% |
| 1Y | -48.4% | -5.0% | -43.4% | -30.8% |
| 3Y | -5.4% | +64.0% | -69.5% | -56.8% |
| All | -51.7% | +89.1% | -140.7% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling