-56.8%
TSLL vs IOVA
-33.9%
-22.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.9% | +4.8% | +8.0% |
| 7D | -21.2% | -5.2% | -16.0% | -20.3% |
| 30D | -13.3% | -37.8% | +24.5% | -7.6% |
| 3M | +15.4% | +29.5% | -14.1% | +6.3% |
| 6M | -34.2% | +96.6% | -130.8% | -45.9% |
| YTD | -52.9% | +194.5% | -247.4% | -65.1% |
| 1Y | -54.3% | +248.1% | -302.4% | -67.5% |
| 3Y | -18.4% | +86.1% | -104.5% | -47.9% |
| All | -56.8% | -33.9% | -22.9% | -62.4% |
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