-49.1%
TSLL vs IAG
+1,173.5%
-1,222.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.0% |
| 7D | +17.8% | -7.7% | +25.5% | +20.1% |
| 30D | +8.2% | +1.6% | +6.7% | +7.3% |
| 3M | +20.9% | -2.4% | +23.3% | +21.2% |
| 6M | -37.5% | -7.8% | -29.7% | -36.6% |
| YTD | -44.5% | +5.0% | -49.5% | -45.9% |
| 1Y | -33.0% | +25.7% | -58.6% | -36.9% |
| 3Y | -6.4% | +694.5% | -700.9% | -30.7% |
| All | -49.1% | +1,173.5% | -1,222.7% | -65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling