-52.1%
TSLL vs IAG
+1,358.8%
-1,411.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.8% | +5.2% | +9.4% |
| 7D | -14.3% | +24.0% | -38.3% | -19.0% |
| 30D | -6.2% | +5.5% | -11.7% | -7.6% |
| 3M | +21.2% | +8.3% | +12.9% | +18.6% |
| 6M | -36.6% | +6.1% | -42.7% | -37.8% |
| YTD | -47.8% | +20.3% | -68.1% | -50.7% |
| 1Y | -45.2% | +56.5% | -101.7% | -50.8% |
| 3Y | -3.3% | +762.6% | -765.9% | -30.6% |
| All | -52.1% | +1,358.8% | -1,411.0% | -68.9% |
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