-97.8%
TSLQ vs IOVA
-38.5%
-59.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.7% | +2.1% | -4.4% |
| 7D | -26.6% | -1.4% | -25.1% | -26.7% |
| 30D | -17.5% | -47.4% | +29.9% | -23.2% |
| 3M | -41.7% | +13.2% | -54.9% | -38.5% |
| 6M | -16.9% | +114.3% | -131.3% | -1.1% |
| YTD | -21.9% | +179.5% | -201.4% | +0.5% |
| 1Y | -32.5% | +200.4% | -232.9% | -11.4% |
| 3Y | -97.2% | +92.2% | -189.3% | -95.7% |
| All | -97.8% | -38.5% | -59.4% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling