+114.4%
IVV vs TSLQ
-97.3%
+211.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.0% | +7.4% | -1.4% |
| 7D | +0.5% | -8.6% | +9.1% | -0.2% |
| 30D | -1.0% | -24.9% | +23.9% | -3.2% |
| 3M | +3.9% | -1.5% | +5.4% | +5.4% |
| 6M | +14.5% | -18.1% | +32.6% | +15.3% |
| YTD | +12.9% | -0.1% | +13.0% | +16.3% |
| 1Y | +19.4% | -51.4% | +70.7% | +16.5% |
| 3Y | +78.8% | -95.9% | +174.7% | +58.0% |
| All | +114.4% | -97.3% | +211.6% | +95.3% |
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