-20.8%
TSLL vs IQV
+39.6%
-60.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.2% | +11.1% | +8.3% |
| 7D | +5.8% | +0.3% | +5.5% | +5.8% |
| 30D | +21.7% | +8.6% | +13.1% | +20.8% |
| 3M | -28.2% | +41.1% | -69.3% | -32.1% |
| 6M | -29.5% | +48.6% | -78.0% | -34.4% |
| YTD | -47.5% | +15.0% | -62.5% | -48.1% |
| 1Y | -20.8% | +38.1% | -58.9% | -27.5% |
| All | -20.8% | +39.6% | -60.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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