-48.9%
TSLL vs IVZ
+25.5%
-74.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.8% | +4.2% | +3.5% |
| 7D | -14.3% | +4.1% | -18.4% | -16.7% |
| 30D | -6.2% | -2.0% | -4.1% | -2.8% |
| 3M | +21.2% | -7.8% | +29.0% | +33.5% |
| 6M | -36.6% | +6.3% | -42.9% | -37.9% |
| YTD | -47.8% | +12.6% | -60.3% | -51.2% |
| All | -48.9% | +25.5% | -74.4% | -56.9% |
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