-39.7%
TSLL vs IONS
-61.6%
+21.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.6% | +7.0% | +3.2% |
| 7D | +33.0% | -29.6% | +62.6% | +31.3% |
| 30D | +7.7% | -35.6% | +43.3% | +6.9% |
| 3M | +34.7% | -51.7% | +86.4% | +33.2% |
| 6M | -31.5% | -64.0% | +32.5% | -34.5% |
| YTD | -42.4% | -65.5% | +23.1% | -45.4% |
| 1Y | -39.7% | -62.4% | +22.7% | -48.5% |
| All | -39.7% | -61.6% | +21.9% | -48.5% |
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