-49.7%
TSLQ vs IAG
+119.5%
-169.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.2% | +14.2% | +11.0% |
| 7D | -5.8% | -0.5% | -5.2% | -5.5% |
| 30D | -22.1% | +28.9% | -51.0% | -11.5% |
| 3M | +10.1% | +19.1% | -9.1% | +25.5% |
| 6M | -6.8% | -10.3% | +3.5% | +1.2% |
| YTD | +8.5% | +24.2% | -15.7% | +32.3% |
| 1Y | -49.7% | +116.5% | -166.2% | -26.6% |
| All | -49.7% | +119.5% | -169.2% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling