+93.0%
IGV vs TSLQ
-97.3%
+190.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.0% | +6.1% | -2.9% |
| 7D | -3.3% | -8.6% | +5.3% | -4.2% |
| 30D | 0.0% | -24.9% | +24.9% | -3.0% |
| 3M | +7.3% | -1.5% | +8.9% | +9.7% |
| 6M | +16.7% | -18.1% | +34.8% | +17.8% |
| YTD | -2.8% | -0.1% | -2.7% | +1.4% |
| 1Y | -6.7% | -51.4% | +44.7% | -9.5% |
| 3Y | +41.1% | -95.9% | +137.0% | +19.0% |
| All | +93.0% | -97.3% | +190.3% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling