+89.0%
IVV vs TSLL
-62.0%
+151.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -21.9% | +17.5% | -2.6% |
| 7D | -4.8% | -28.9% | +24.1% | -2.2% |
| 30D | -5.9% | -21.4% | +15.5% | -4.3% |
| 3M | -4.5% | +5.0% | -9.5% | -5.6% |
| 6M | +1.8% | -36.6% | +38.4% | +3.6% |
| YTD | +8.4% | -56.6% | +65.0% | +13.0% |
| 1Y | +9.4% | -60.9% | +70.3% | +14.5% |
| 3Y | +75.3% | -25.2% | +100.5% | +56.4% |
| All | +89.0% | -62.0% | +151.0% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling