+436.9%
TSN vs IOVA
-92.2%
+529.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | +4.9% | +1.9% | +3.0% | +4.8% |
| 30D | +12.1% | -44.1% | +56.2% | +12.6% |
| 3M | +4.1% | +28.9% | -24.7% | +3.5% |
| 6M | -10.9% | +125.7% | -136.6% | -12.1% |
| YTD | +4.8% | +199.3% | -194.5% | +2.9% |
| 1Y | +17.6% | +255.2% | -237.6% | +15.2% |
| 3Y | +43.2% | +106.8% | -63.6% | +39.7% |
| 5Y | -13.9% | -67.1% | +53.2% | -15.2% |
| 10Y | +11.8% | +16.7% | -4.9% | +8.9% |
| All | +436.9% | -92.2% | +529.2% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling