-35.3%
TSLL vs IOVA
+44.8%
-80.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.0% | -12.9% | -12.0% |
| 7D | +1.9% | +9.7% | -7.8% | +0.6% |
| 30D | +17.8% | +102.5% | -84.8% | +5.0% |
| 3M | -37.0% | +100.7% | -137.7% | -44.3% |
| 6M | -37.7% | +106.3% | -144.0% | -45.9% |
| YTD | -51.4% | +222.0% | -273.3% | -61.0% |
| 1Y | -23.4% | +299.5% | -322.9% | -41.6% |
| All | -35.3% | +44.8% | -80.1% | -51.0% |
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 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