-9.5%
IGV vs TSLL
-57.5%
+48.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.6% | -8.8% | -1.3% |
| 7D | -5.2% | -21.2% | +16.0% | -2.4% |
| 30D | -10.0% | -13.3% | +3.3% | -8.8% |
| 3M | -0.5% | +15.4% | -15.9% | -3.3% |
| 6M | +12.6% | -34.2% | +46.8% | +13.8% |
| YTD | -6.4% | -52.9% | +46.5% | -2.4% |
| 1Y | -9.5% | -54.3% | +44.8% | -5.8% |
| All | -9.5% | -57.5% | +48.0% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling