+21.4%
IQV vs TSLQ
-97.2%
+118.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | +0.3% |
| 7D | -5.3% | +5.7% | -11.0% | -4.8% |
| 30D | +5.5% | -21.1% | +26.6% | +4.1% |
| 3M | +41.2% | -11.5% | +52.8% | +41.4% |
| 6M | +50.5% | -14.9% | +65.4% | +51.4% |
| YTD | +14.1% | +2.4% | +11.7% | +17.1% |
| 1Y | +39.9% | -49.8% | +89.7% | +36.6% |
| 3Y | +20.5% | -95.8% | +116.3% | +7.1% |
| All | +21.4% | -97.2% | +118.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 all: compounded portfolio wealth divided by compounded TSLQ 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…
all analysis · Full analysis span regression · 6 months rolling