-24.9%
TSLL vs IOVA
+78.3%
-103.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -11.0% | -10.9% | -20.4% |
| 7D | -28.9% | -19.0% | -9.8% | -26.7% |
| 30D | -21.4% | -40.3% | +18.8% | -16.8% |
| 3M | +5.0% | +78.3% | -73.4% | -7.5% |
| 6M | -36.6% | +94.5% | -131.0% | -45.8% |
| YTD | -56.6% | +183.5% | -240.2% | -65.9% |
| 1Y | -60.9% | +327.6% | -388.5% | -71.7% |
| All | -24.9% | +78.3% | -103.2% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling