+113.5%
IVV vs TSLQ
-97.3%
+210.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.4% | -8.0% | +7.6% | -1.0% |
| 30D | -1.4% | -23.8% | +22.4% | -3.5% |
| 3M | +3.7% | -7.0% | +10.7% | +4.6% |
| 6M | +13.0% | -17.1% | +30.1% | +13.9% |
| YTD | +12.4% | +0.1% | +12.4% | +15.9% |
| 1Y | +18.6% | -51.2% | +69.8% | +15.8% |
| 3Y | +78.1% | -95.9% | +174.0% | +57.3% |
| All | +113.5% | -97.3% | +210.8% | +94.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling