-18.4%
TSLL vs IQV
+38.2%
-56.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +7.4% |
| 7D | -21.2% | +1.7% | -22.9% | -21.9% |
| 30D | -13.3% | +5.3% | -18.6% | -15.7% |
| 3M | +15.4% | +17.0% | -1.6% | +6.6% |
| 6M | -34.2% | +54.0% | -88.3% | -49.9% |
| YTD | -52.9% | +20.6% | -73.5% | -58.6% |
| 1Y | -54.3% | +28.9% | -83.3% | -62.1% |
| 3Y | -18.4% | +37.0% | -55.4% | -44.8% |
| All | -18.4% | +38.2% | -56.6% | -44.8% |
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