-8.9%
TSLQ vs IOVA
+118.0%
-126.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.8% |
| 7D | -16.8% | -3.5% | -13.4% | -17.0% |
| 30D | -18.0% | -45.4% | +27.4% | -18.9% |
| 3M | -34.5% | +19.0% | -53.5% | -34.0% |
| 6M | -8.9% | +112.0% | -120.9% | -4.0% |
| All | -8.9% | +118.0% | -126.9% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling