-4.1%
TSN vs IOVA
+254.2%
-258.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.9% |
| 7D | -7.3% | -2.2% | -5.1% | -7.2% |
| 30D | -8.6% | +31.7% | -40.4% | -9.9% |
| 3M | -7.5% | +117.3% | -124.8% | -11.3% |
| 6M | -14.1% | +55.8% | -70.0% | -17.1% |
| YTD | -9.4% | +208.8% | -218.2% | -15.5% |
| 1Y | -4.1% | +255.7% | -259.8% | -9.6% |
| All | -4.1% | +254.2% | -258.3% | -9.6% |
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