-47.2%
TSLL vs IWF
+92.7%
-139.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +4.5% |
| 7D | +33.0% | +5.3% | +27.7% | +13.6% |
| 30D | +7.7% | -8.6% | +16.3% | +46.7% |
| 3M | +34.7% | -6.5% | +41.3% | +73.0% |
| 6M | -31.5% | -5.6% | -25.9% | -9.6% |
| YTD | -42.4% | -1.5% | -40.8% | -31.7% |
| 1Y | -39.7% | -2.8% | -36.9% | -24.7% |
| 3Y | +3.4% | +67.1% | -63.8% | -55.5% |
| All | -47.2% | +92.7% | -139.8% | -82.4% |
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 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