-54.3%
TSLL vs IONS
-47.1%
-7.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +8.5% |
| 7D | -21.2% | -9.4% | -11.8% | -21.1% |
| 30D | -13.3% | -10.7% | -2.6% | -13.2% |
| 3M | +15.4% | -27.7% | +43.0% | +14.3% |
| 6M | -34.2% | -48.7% | +14.5% | -36.7% |
| YTD | -52.9% | -50.2% | -2.7% | -55.1% |
| 1Y | -54.3% | -46.8% | -7.5% | -58.1% |
| All | -54.3% | -47.1% | -7.2% | -58.1% |
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