-55.4%
TSLL vs IQV
+14.4%
-69.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.4% | -10.9% |
| 7D | +1.9% | +2.3% | -0.4% | +0.7% |
| 30D | +17.8% | +13.4% | +4.3% | +9.0% |
| 3M | -37.0% | +43.3% | -80.3% | -52.2% |
| 6M | -37.7% | +50.5% | -88.2% | -55.3% |
| YTD | -51.4% | +18.8% | -70.2% | -58.9% |
| 1Y | -23.4% | +45.5% | -68.8% | -46.4% |
| 3Y | -30.8% | +19.4% | -50.1% | -46.0% |
| All | -55.4% | +14.4% | -69.8% | -63.8% |
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 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