+90.9%
IGV vs TSLQ
-97.2%
+188.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.2% |
| 7D | -2.9% | -6.6% | +3.7% | -3.8% |
| 30D | -1.5% | -24.3% | +22.8% | -4.4% |
| 3M | +11.7% | -3.6% | +15.3% | +13.6% |
| 6M | +18.4% | -12.0% | +30.4% | +20.7% |
| YTD | -3.9% | +1.4% | -5.3% | +0.5% |
| 1Y | -9.7% | -43.6% | +33.9% | -10.8% |
| 3Y | +38.4% | -95.4% | +133.8% | +19.9% |
| All | +90.9% | -97.2% | +188.1% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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