-49.8%
TSLQ vs IOVA
+244.9%
-294.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.1% |
| 7D | +5.7% | -6.4% | +12.1% | +5.1% |
| 30D | -21.1% | +25.4% | -46.5% | -19.3% |
| 3M | -11.5% | +115.3% | -126.9% | -4.3% |
| 6M | -14.9% | +56.5% | -71.5% | -8.7% |
| YTD | +2.4% | +198.2% | -195.7% | +16.8% |
| 1Y | -49.8% | +242.0% | -291.8% | -44.8% |
| All | -49.8% | +244.9% | -294.7% | -44.8% |
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