-55.4%
TSLL vs IONS
+28.7%
-84.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.8% | -11.8% |
| 7D | +1.9% | -4.8% | +6.7% | +3.0% |
| 30D | +17.8% | +7.2% | +10.6% | +15.2% |
| 3M | -37.0% | -22.7% | -14.3% | -34.6% |
| 6M | -37.7% | -26.9% | -10.8% | -34.0% |
| YTD | -51.4% | -26.6% | -24.8% | -48.9% |
| 1Y | -23.4% | -2.1% | -21.2% | -26.8% |
| 3Y | -30.8% | +43.4% | -74.2% | -49.9% |
| All | -55.4% | +28.7% | -84.1% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling