+2.3%
IEF vs TSLQ
-97.2%
+99.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -1.3% | -6.6% | +5.3% | -1.4% |
| 30D | -1.7% | -24.3% | +22.6% | -1.8% |
| 3M | -2.5% | -3.6% | +1.1% | -2.5% |
| 6M | -3.3% | -12.0% | +8.7% | -3.2% |
| YTD | -2.8% | +1.4% | -4.2% | -2.7% |
| 1Y | -2.7% | -43.6% | +40.8% | -2.8% |
| 3Y | +8.9% | -95.4% | +104.3% | +8.4% |
| All | +2.3% | -97.2% | +99.5% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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