{"schemaVersion":1,"ticker":"TSLW","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/tslw/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, TSLW against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/tslw/"},"benchmark":{"ticker":"TSLA","name":"Tesla (TSLA)","tier":1,"kind":"stock","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":100.0,"date":"2026-10-27","url":"https://www.roundhillinvestments.com/assets/data/rh_filings/19a-notice-AAPW-COIW-NVDW-PLTW-TSLW-AMZW-METW-BRKW-HOOW-NFLW-AMDW-GOOW-MSFW-AVGW-MSTW-UBEW-BABW-ARMW-COSW-GLDW-GDXW-TSYW-UNHW-10-19-2026.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":100.0,"from":"2025-10-28","to":"2026-10-20","notices":48,"distributions":53,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":97.93,"fiscalYearEnd":"2025-12-31","filed":"2026-03-09","url":"https://www.sec.gov/Archives/edgar/data/1976517/000113322826003392/rnwar-efp22837_ncsr.htm"}},"kind":"benchmark","a":"TSLW","b":"TSLA","window":{"from":"2025-06-13","to":"2026-10-23","firstReturn":"2025-06-20","weeklyReturns":71,"years":1.36,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03887507,"perWeek":0.0007475976,"days":341,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.07204066,"b":0.14420092,"edge":"TSLA","lead":"TSLA"},"annualised":{"a":0.05226846,"b":0.10368909,"edge":"TSLA","lead":"TSLA"},"price":{"a":-0.51961987,"b":0.14420092,"edge":"TSLA","lead":"TSLA"},"volatility":{"a":0.46324427,"b":0.38815845,"edge":"TSLA","lead":"TSLA"},"downsideDeviation":{"a":0.31566872,"b":0.26157981,"edge":"TSLA","lead":"TSLA"},"maxDrawdown":{"a":-0.42951305,"b":-0.35326268,"edge":"TSLA","lead":"TSLA","aPeak":"2025-12-19","aTrough":"2026-07-31","bPeak":"2025-12-19","bTrough":"2026-07-31"},"excess":{"a":0.11893027,"b":0.13457971,"edge":"TSLA","lead":"TSLA"},"sharpe":{"a":0.25673338,"b":0.34671334,"edge":"TSLA","lead":"TSLA"},"sortino":{"a":0.37675657,"b":0.51448813,"edge":"TSLA","lead":"TSLA"},"calmar":{"a":0.12169238,"b":0.29351838,"edge":"TSLA","lead":"TSLA"}},"relative":{"TSLW":{"on":"TSLA","beta":1.19287803,"r2":0.99905652,"alpha":-0.04160691,"alphaT":-3.3883154,"alphaLow":-0.0661039,"alphaHigh":-0.01710993,"upsideCapture":1.49646795,"downsideCapture":1.05696958,"treynor":0.09970027,"trackingError":0.07620741,"informationRatio":-0.20535334,"upWeeks":34,"downWeeks":37,"treynorReference":0.13457971,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"TSLA","lead":"TSLA"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"TSLW","lead":"TSLW"},"downsideCapture":{"edge":"TSLA (slight)","lead":"TSLA"},"treynor":{"edge":"TSLA","lead":"TSLA"},"informationRatio":{"edge":null,"lead":"TSLA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"TSLW":{"kept":"2026-10-26","distributions":71,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2025-06-23","amount":0.560133,"vendor":0.510104},{"ex":"2025-07-07","amount":0.469177,"vendor":0.510882},{"ex":"2025-09-15","amount":0.422587,"vendor":0.404779},{"ex":"2025-10-06","amount":0.909174,"vendor":0.85544},{"ex":"2025-10-27","amount":0.830761,"vendor":0.790392},{"ex":"2025-11-10","amount":0.569094,"vendor":0.546969},{"ex":"2025-11-24","amount":0.317306,"vendor":0.292848},{"ex":"2025-12-08","amount":0.460431,"vendor":0.481097},{"ex":"2025-12-15","amount":0.474016,"vendor":0.454716},{"ex":"2025-12-29","amount":0.50372,"vendor":0.524676},{"ex":"2026-01-20","amount":0.319458,"vendor":0.336837},{"ex":"2026-06-01","amount":0.245439,"vendor":0.259884},{"ex":"2026-06-08","amount":0.265224,"vendor":0.251653},{"ex":"2026-06-29","amount":0.181463,"vendor":0.164935},{"ex":"2026-07-06","amount":0.126253,"vendor":0.116945},{"ex":"2026-08-31","amount":0.215518,"vendor":0.202862}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":71,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.07204066}},"TSLA":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":71,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.14420092}}}}