-47.2%
TSLL vs IOVA
-37.3%
-9.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.7% | +9.0% | +4.3% |
| 7D | +33.0% | -1.4% | +34.4% | +33.3% |
| 30D | +7.7% | -47.4% | +55.1% | +18.0% |
| 3M | +34.7% | +13.2% | +21.5% | +27.1% |
| 6M | -31.5% | +114.3% | -145.8% | -44.5% |
| YTD | -42.4% | +179.5% | -221.8% | -56.9% |
| 1Y | -39.7% | +200.4% | -240.1% | -55.8% |
| 3Y | +3.4% | +92.2% | -88.8% | -35.2% |
| All | -47.2% | -37.3% | -9.9% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling