-97.7%
TSLQ vs IAG
+1,128.4%
-1,226.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +4.0% |
| 7D | -16.8% | -7.7% | -9.2% | -18.3% |
| 30D | -18.0% | +1.6% | -19.5% | -17.1% |
| 3M | -34.5% | -2.4% | -32.1% | -33.8% |
| 6M | -8.9% | -7.8% | -1.1% | -6.3% |
| YTD | -19.0% | +5.0% | -24.0% | -12.7% |
| 1Y | -38.2% | +25.7% | -63.9% | -30.6% |
| 3Y | -96.9% | +694.5% | -791.4% | -95.4% |
| All | -97.7% | +1,128.4% | -1,226.1% | -96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling