-52.1%
TSLL vs IQV
+19.1%
-71.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.3% | +9.3% |
| 7D | -14.3% | +7.9% | -22.2% | -18.2% |
| 30D | -6.2% | +7.3% | -13.4% | -10.5% |
| 3M | +21.2% | +16.8% | +4.4% | +9.3% |
| 6M | -36.6% | +56.0% | -92.6% | -55.6% |
| YTD | -47.8% | +23.7% | -71.5% | -57.3% |
| 1Y | -45.2% | +32.5% | -77.7% | -58.1% |
| 3Y | -3.3% | +45.3% | -48.6% | -38.7% |
| All | -52.1% | +19.1% | -71.2% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling