+51.7%
IVZ vs TSLQ
-49.0%
+100.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.0% | +5.8% | -3.3% |
| 7D | +1.1% | -8.6% | +9.7% | 0.0% |
| 30D | +3.1% | -24.9% | +28.0% | -0.5% |
| 3M | +18.2% | -1.5% | +19.7% | +20.6% |
| 6M | +38.6% | -18.1% | +56.7% | +40.0% |
| YTD | +25.9% | -0.1% | +26.0% | +30.1% |
| 1Y | +51.7% | -51.4% | +103.0% | +60.0% |
| All | +51.7% | -49.0% | +100.7% | +60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling