-55.4%
TSLL vs IAG
+1,405.9%
-1,461.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.7% | -11.3% |
| 7D | +1.9% | -0.5% | +2.4% | +2.2% |
| 30D | +17.8% | +28.9% | -11.1% | +10.7% |
| 3M | -37.0% | +19.1% | -56.1% | -39.6% |
| 6M | -37.7% | -10.3% | -27.4% | -37.0% |
| YTD | -51.4% | +24.2% | -75.6% | -54.3% |
| 1Y | -23.4% | +116.5% | -139.9% | -35.1% |
| 3Y | -30.8% | +742.8% | -773.6% | -50.5% |
| All | -55.4% | +1,405.9% | -1,461.3% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling