-48.9%
TSLL vs IOVA
-33.5%
-15.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +0.5% | -7.0% | +7.5% | +2.2% |
| 30D | +2.7% | -44.4% | +47.1% | +11.5% |
| 3M | +26.3% | +24.7% | +1.6% | +17.2% |
| 6M | -37.2% | +118.6% | -155.8% | -49.2% |
| YTD | -44.2% | +196.3% | -240.6% | -58.7% |
| 1Y | -44.0% | +205.3% | -249.2% | -59.0% |
| 3Y | 0.0% | +103.8% | -103.8% | -37.8% |
| All | -48.9% | -33.5% | -15.4% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling