-48.4%
TSLL vs IOVA
+233.9%
-282.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -11.0% | -8.5% | -2.5% | -10.1% |
| 30D | -5.3% | -44.7% | +39.4% | -1.3% |
| 3M | +20.8% | +26.2% | -5.4% | +15.6% |
| 6M | -36.0% | +123.2% | -159.2% | -43.9% |
| YTD | -47.3% | +196.0% | -243.3% | -56.5% |
| 1Y | -48.4% | +240.9% | -289.4% | -58.0% |
| All | -48.4% | +233.9% | -282.3% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling