-56.8%
TSLL vs IAG
+1,279.4%
-1,336.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.2% | +1.4% | +6.8% |
| 7D | -21.2% | +21.4% | -42.6% | -25.2% |
| 30D | -13.3% | +4.0% | -17.3% | -14.4% |
| 3M | +15.4% | +17.0% | -1.6% | +10.7% |
| 6M | -34.2% | +1.4% | -35.6% | -34.7% |
| YTD | -52.9% | +13.8% | -66.7% | -54.9% |
| 1Y | -54.3% | +55.8% | -110.2% | -58.9% |
| 3Y | -18.4% | +647.4% | -665.8% | -40.6% |
| All | -56.8% | +1,279.4% | -1,336.3% | -71.6% |
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