-34.2%
TSLL vs IWF
-7.6%
-26.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.3% | +7.4% | +4.5% |
| 7D | -21.2% | -5.0% | -16.2% | -5.1% |
| 30D | -13.3% | -13.2% | -0.1% | +42.3% |
| 3M | +15.4% | -9.4% | +24.8% | +64.0% |
| 6M | -34.2% | -8.6% | -25.7% | -1.4% |
| All | -34.2% | -7.6% | -26.6% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling