-60.3%
TSLL vs IAG
+1,186.8%
-1,247.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.2% | -22.1% | -21.9% |
| 7D | -28.9% | +4.5% | -33.4% | -29.9% |
| 30D | -21.4% | -5.7% | -15.8% | -20.6% |
| 3M | +5.0% | +10.1% | -5.2% | +2.2% |
| 6M | -36.6% | +7.3% | -43.9% | -37.6% |
| YTD | -56.6% | +6.1% | -62.8% | -57.8% |
| 1Y | -60.9% | +46.8% | -107.7% | -64.2% |
| 3Y | -25.2% | +573.1% | -598.3% | -44.6% |
| All | -60.3% | +1,186.8% | -1,247.0% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling