+145.8%
IVZ vs TSLQ
-95.6%
+241.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.0% | -10.9% | +2.7% |
| 7D | +0.6% | -5.8% | +6.4% | +0.1% |
| 30D | +4.0% | -22.1% | +26.1% | +1.1% |
| 3M | +18.2% | +10.1% | +8.1% | +22.8% |
| 6M | +32.8% | -6.8% | +39.6% | +36.8% |
| YTD | +28.7% | +8.5% | +20.2% | +36.2% |
| 1Y | +55.4% | -49.7% | +105.1% | +51.7% |
| All | +145.8% | -95.6% | +241.4% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling