+67.8%
IGV vs TSLL
-51.4%
+119.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.5% | +0.2% |
| 7D | +2.3% | +17.8% | -15.5% | +0.3% |
| 30D | -6.0% | +8.2% | -14.2% | -7.4% |
| 3M | -4.8% | +20.9% | -25.7% | -7.8% |
| 6M | +14.2% | -37.5% | +51.7% | +17.2% |
| YTD | -4.2% | -44.5% | +40.3% | -1.4% |
| 1Y | -5.3% | -33.0% | +27.7% | -4.9% |
| 3Y | +38.8% | -6.4% | +45.1% | +15.5% |
| All | +67.8% | -51.4% | +119.2% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling