-43.6%
TSLQ vs IOVA
+259.8%
-303.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -0.6% |
| 7D | -6.6% | -2.2% | -4.4% | -6.7% |
| 30D | -24.3% | +27.6% | -51.9% | -22.5% |
| 3M | -3.6% | +117.2% | -120.8% | +3.8% |
| 6M | -12.0% | +77.7% | -89.6% | -4.7% |
| YTD | +1.4% | +215.0% | -213.6% | +15.7% |
| 1Y | -43.6% | +255.4% | -298.9% | -37.4% |
| All | -43.6% | +259.8% | -303.4% | -37.4% |
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