-23.4%
TSLL vs IAG
+119.5%
-142.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.7% | -10.9% |
| 7D | +1.9% | -0.5% | +2.4% | +2.4% |
| 30D | +17.8% | +28.9% | -11.1% | +5.1% |
| 3M | -37.0% | +19.1% | -56.1% | -41.9% |
| 6M | -37.7% | -10.3% | -27.4% | -38.3% |
| YTD | -51.4% | +24.2% | -75.6% | -57.4% |
| 1Y | -23.4% | +116.5% | -139.9% | -41.8% |
| All | -23.4% | +119.5% | -142.9% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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