-49.7%
TSLQ vs IOVA
+299.5%
-349.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +12.1% |
| 7D | -5.8% | +9.7% | -15.5% | -5.0% |
| 30D | -22.1% | +102.5% | -124.6% | -16.3% |
| 3M | +10.1% | +100.7% | -90.6% | +18.3% |
| 6M | -6.8% | +106.3% | -113.1% | +3.3% |
| YTD | +8.5% | +222.0% | -213.4% | +27.1% |
| 1Y | -49.7% | +299.5% | -349.3% | -41.7% |
| All | -49.7% | +299.5% | -349.3% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling