+90.3%
IGV vs TSLQ
-97.2%
+187.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.3% |
| 7D | -5.4% | +5.7% | -11.1% | -4.5% |
| 30D | -2.6% | -21.1% | +18.5% | -4.9% |
| 3M | +10.5% | -11.5% | +22.0% | +11.2% |
| 6M | +18.2% | -14.9% | +33.1% | +19.9% |
| YTD | -4.2% | +2.4% | -6.7% | +0.3% |
| 1Y | -9.8% | -49.8% | +40.0% | -12.2% |
| 3Y | +39.1% | -95.8% | +134.9% | +17.7% |
| All | +90.3% | -97.2% | +187.5% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling