-95.5%
TSLQ vs IAG
+817.0%
-912.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | +0.9% |
| 7D | -8.0% | +1.7% | -9.7% | -7.3% |
| 30D | -23.8% | +11.4% | -35.2% | -20.5% |
| 3M | -7.0% | +33.0% | -40.0% | +5.0% |
| 6M | -17.1% | -6.0% | -11.1% | -12.1% |
| YTD | +0.1% | +24.6% | -24.5% | +15.4% |
| 1Y | -51.2% | +105.0% | -156.2% | -34.2% |
| All | -95.5% | +817.0% | -912.4% | -91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling