{"schemaVersion":1,"ticker":"TSYW","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/tsyw/","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, TSYW against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/tsyw/"},"benchmark":{"ticker":"TLT","name":"20+ Year Treasury (TLT)","tier":1,"kind":"index","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":99.8,"from":"2025-11-25","to":"2026-10-20","notices":46,"distributions":49,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":78.39,"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":"TSYW","b":"TLT","window":{"from":"2025-11-21","to":"2026-10-23","firstReturn":"2025-11-28","weeklyReturns":48,"years":0.92,"short":true,"weekEnding":"2026-10-25","cumulativeOnly":"48 weekly returns, 2025-11-21 to 2026-10-23: cumulative numbers only, nothing annualised"},"riskFree":{"rate":0.03779177,"perWeek":0.0007267649,"days":231,"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":-0.09601917,"b":-0.05234606,"edge":"TLT","lead":"TLT"},"annualised":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"},"price":{"a":-0.19650258,"b":-0.09117318,"edge":"TLT","lead":"TLT"},"volatility":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"},"downsideDeviation":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"},"maxDrawdown":{"a":-0.16243256,"b":-0.12046457,"edge":"TLT","lead":"TLT","aPeak":"2026-02-27","aTrough":"2026-10-02","bPeak":"2026-02-27","bTrough":"2026-10-02"},"excess":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"},"sharpe":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"},"sortino":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"},"calmar":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"}},"relative":{"TSYW":{"on":"TLT","beta":1.17580095,"r2":0.99413683,"alpha":null,"alphaT":null,"alphaLow":null,"alphaHigh":null,"upsideCapture":null,"downsideCapture":null,"treynor":null,"trackingError":null,"informationRatio":null,"upWeeks":24,"downWeeks":24,"absent":"48 weekly returns: alpha, Treynor, the captures, tracking error and the information ratio need 52","edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true}}}},"sources":{"TSYW":{"kept":"2026-10-26","distributions":48,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":48,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.09601917}},"TLT":{"kept":"2026-10-26","distributions":11,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":48,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.05234606}}}}