-6.4%
TSLL vs IQV
+36.2%
-42.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.7% |
| 7D | +17.8% | -2.5% | +20.3% | +19.3% |
| 30D | +8.2% | +1.2% | +7.1% | +7.4% |
| 3M | +20.9% | +9.8% | +11.1% | +15.2% |
| 6M | -37.5% | +53.8% | -91.3% | -52.3% |
| YTD | -44.5% | +17.6% | -62.1% | -50.5% |
| 1Y | -33.0% | +18.6% | -51.6% | -40.7% |
| 3Y | -6.4% | +36.9% | -43.3% | -38.2% |
| All | -6.4% | +36.2% | -42.6% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling