+12.6%
IGV vs TSLL
-30.0%
+42.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.6% | -8.8% | -1.1% |
| 7D | -5.2% | -21.2% | +16.0% | -2.9% |
| 30D | -10.0% | -13.3% | +3.3% | -8.9% |
| 3M | -0.5% | +15.4% | -15.9% | -2.2% |
| 6M | +12.6% | -34.2% | +46.8% | +15.0% |
| All | +12.6% | -30.0% | +42.6% | +15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling