-51.7%
TSLL vs IAG
+1,261.8%
-1,313.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.7% | +7.6% | +2.6% |
| 7D | -11.0% | +16.8% | -27.9% | -14.6% |
| 30D | -5.3% | -1.5% | -3.8% | -5.2% |
| 3M | +20.8% | +0.5% | +20.3% | +20.4% |
| 6M | -36.0% | -1.0% | -35.0% | -36.1% |
| YTD | -47.3% | +12.3% | -59.6% | -49.4% |
| 1Y | -48.4% | +39.2% | -87.7% | -52.5% |
| 3Y | -5.4% | +712.3% | -717.7% | -31.1% |
| All | -51.7% | +1,261.8% | -1,313.5% | -68.1% |
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