-18.4%
TSLL vs IVZ
+122.1%
-140.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -21.2% | -2.4% | -18.8% | -17.9% |
| 30D | -13.3% | -11.2% | -2.1% | +1.3% |
| 3M | +15.4% | -14.0% | +29.4% | +40.1% |
| 6M | -34.2% | +0.5% | -34.7% | -32.8% |
| YTD | -52.9% | +5.4% | -58.3% | -55.5% |
| 1Y | -54.3% | +19.5% | -73.8% | -63.7% |
| 3Y | -18.4% | +128.7% | -147.1% | -65.0% |
| All | -18.4% | +122.1% | -140.5% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling