-48.9%
TSLL vs IONS
-55.7%
+6.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -21.4% | +32.3% | +10.0% |
| 7D | -14.3% | -24.8% | +10.5% | -14.8% |
| 30D | -6.2% | -31.5% | +25.4% | -6.5% |
| 3M | +21.2% | -45.2% | +66.4% | +19.9% |
| 6M | -36.6% | -59.1% | +22.5% | -39.3% |
| YTD | -47.8% | -60.8% | +13.0% | -50.4% |
| All | -48.9% | -55.7% | +6.8% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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