+86.0%
IVV vs TLN
+716.6%
-630.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +0.7% |
| 7D | -0.9% | +15.9% | -16.8% | -2.7% |
| 30D | -2.3% | -0.3% | -2.1% | -2.5% |
| 3M | -1.2% | +5.8% | -7.0% | -2.4% |
| 6M | +3.3% | -1.2% | +4.5% | +2.4% |
| YTD | +12.3% | +1.0% | +11.3% | +10.1% |
| 1Y | +12.5% | +1.1% | +11.4% | +10.1% |
| 3Y | +79.2% | +591.7% | -512.5% | +34.6% |
| All | +86.0% | +716.6% | -630.7% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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