+120.4%
IVZ vs TSLQ
-97.8%
+218.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +4.9% | -1.7% |
| 7D | -2.8% | -7.3% | +4.6% | -3.1% |
| 30D | -2.2% | -13.2% | +11.1% | -3.1% |
| 3M | -8.1% | -37.6% | +29.5% | -12.4% |
| 6M | +3.8% | -9.3% | +13.1% | +6.9% |
| YTD | +11.5% | -19.1% | +30.5% | +15.0% |
| 1Y | +23.7% | -27.2% | +50.9% | +26.6% |
| 3Y | +145.8% | -97.1% | +242.8% | +99.5% |
| All | +120.4% | -97.8% | +218.2% | +97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling