-97.0%
TSLQ vs IONS
+56.9%
-153.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +12.0% |
| 7D | -5.8% | -4.8% | -0.9% | -6.9% |
| 30D | -22.1% | +7.2% | -29.3% | -20.8% |
| 3M | +10.1% | -22.7% | +32.7% | +4.6% |
| 6M | -6.8% | -26.9% | +20.1% | -12.2% |
| YTD | +8.5% | -26.6% | +35.1% | +2.5% |
| 1Y | -49.7% | -2.1% | -47.6% | -48.2% |
| 3Y | -95.6% | +43.4% | -139.1% | -94.0% |
| All | -97.0% | +56.9% | -153.9% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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