+37.7%
IGV vs TSLL
-2.4%
+40.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -2.3% | -11.0% | +8.8% | -1.4% |
| 30D | -11.0% | -5.3% | -5.7% | -10.9% |
| 3M | -4.5% | +20.8% | -25.3% | -7.2% |
| 6M | +10.1% | -36.0% | +46.1% | +12.3% |
| YTD | -5.1% | -47.3% | +42.2% | -2.0% |
| 1Y | -10.2% | -48.4% | +38.2% | -7.5% |
| 3Y | +37.7% | -5.4% | +43.2% | +24.0% |
| All | +37.7% | -2.4% | +40.1% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling