-5.4%
TSLL vs IONS
-40.7%
+35.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.1% | +10.0% | +2.6% |
| 7D | -11.0% | -30.3% | +19.2% | -5.3% |
| 30D | -5.3% | -37.7% | +32.5% | +3.4% |
| 3M | +20.8% | -50.5% | +71.3% | +38.0% |
| 6M | -36.0% | -62.8% | +26.8% | -23.6% |
| YTD | -47.3% | -64.4% | +17.1% | -36.5% |
| 1Y | -48.4% | -59.5% | +11.0% | -40.3% |
| 3Y | -5.4% | -39.2% | +33.7% | -21.9% |
| All | -5.4% | -40.7% | +35.3% | -21.9% |
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