-24.9%
TSLL vs IONS
-17.7%
-7.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.4% | -18.5% | -21.1% |
| 7D | -28.9% | -12.6% | -16.3% | -26.5% |
| 30D | -21.4% | -11.8% | -9.6% | -19.0% |
| 3M | +5.0% | -28.4% | +33.4% | +12.7% |
| 6M | -36.6% | -48.4% | +11.9% | -28.1% |
| YTD | -56.6% | -51.0% | -5.7% | -50.3% |
| 1Y | -60.9% | -48.0% | -12.8% | -56.0% |
| All | -24.9% | -17.7% | -7.2% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling