+64.0%
IGV vs TSLL
-58.7%
+122.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.6% | -8.8% | -1.2% |
| 7D | -5.2% | -21.2% | +16.0% | -2.8% |
| 30D | -10.0% | -13.3% | +3.3% | -8.9% |
| 3M | -0.5% | +15.4% | -15.9% | -3.1% |
| 6M | +12.6% | -34.2% | +46.8% | +14.8% |
| YTD | -6.4% | -52.9% | +46.5% | -1.7% |
| 1Y | -9.5% | -54.3% | +44.8% | -5.1% |
| 3Y | +41.7% | -18.4% | +60.1% | +19.7% |
| All | +64.0% | -58.7% | +122.7% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling