-49.1%
TSLL vs IWF
+90.5%
-139.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -0.2% |
| 7D | +17.8% | +2.8% | +15.0% | +8.4% |
| 30D | +8.2% | -7.5% | +15.8% | +42.3% |
| 3M | +20.9% | -8.5% | +29.4% | +65.8% |
| 6M | -37.5% | -7.4% | -30.1% | -12.5% |
| YTD | -44.5% | -2.6% | -41.9% | -31.8% |
| 1Y | -33.0% | -1.8% | -31.1% | -19.5% |
| 3Y | -6.4% | +65.5% | -71.8% | -58.3% |
| All | -49.1% | +90.5% | -139.6% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling