-46.0%
TSLL vs IVZ
+30.5%
-76.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.2% | -10.5% | -10.5% |
| 7D | -9.4% | +2.6% | -12.1% | -12.3% |
| 30D | +1.6% | -3.5% | +5.0% | +4.9% |
| 3M | +29.4% | -7.4% | +36.8% | +39.5% |
| 6M | -20.1% | +14.7% | -34.8% | -28.2% |
| YTD | -44.5% | +14.6% | -59.1% | -50.3% |
| 1Y | -46.0% | +30.7% | -76.7% | -57.5% |
| All | -46.0% | +30.5% | -76.5% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling