+147.1%
IVZ vs TSLQ
-97.3%
+244.3%
-36.5%
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 | -0.8% | +0.2% | -0.9% | -0.7% |
| 7D | +1.2% | -8.0% | +9.2% | +0.2% |
| 30D | +1.8% | -23.8% | +25.6% | -1.5% |
| 3M | +15.7% | -7.0% | +22.8% | +17.5% |
| 6M | +36.3% | -17.1% | +53.4% | +38.4% |
| YTD | +24.9% | +0.1% | +24.9% | +31.2% |
| 1Y | +48.9% | -51.2% | +100.1% | +44.3% |
| 3Y | +136.8% | -95.9% | +232.7% | +101.8% |
| All | +147.1% | -97.3% | +244.3% | +125.0% |
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