+128.7%
IVZ vs TSLQ
-96.3%
+225.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | -1.1% |
| 7D | -2.4% | +19.7% | -22.1% | +0.4% |
| 30D | -11.2% | +4.1% | -15.3% | -10.0% |
| 3M | -14.0% | -30.9% | +16.9% | -16.7% |
| 6M | +0.5% | -13.6% | +14.1% | +2.6% |
| YTD | +5.4% | -2.6% | +8.0% | +11.1% |
| 1Y | +19.5% | -10.4% | +29.9% | +25.3% |
| 3Y | +128.7% | -96.4% | +225.1% | +114.2% |
| All | +128.7% | -96.3% | +225.0% | +114.2% |
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