+69.6%
IGV vs TSLL
-51.1%
+120.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +1.2% |
| 7D | -1.3% | +0.5% | -1.8% | -1.7% |
| 30D | -8.1% | +2.7% | -10.8% | -8.9% |
| 3M | -1.6% | +26.3% | -27.9% | -5.3% |
| 6M | +12.7% | -37.2% | +49.9% | +15.6% |
| YTD | -3.3% | -44.2% | +41.0% | -0.4% |
| 1Y | -7.9% | -44.0% | +36.1% | -5.7% |
| 3Y | +40.3% | 0.0% | +40.3% | +15.6% |
| All | +69.6% | -51.1% | +120.7% | +55.9% |
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