+600.6%
TLN vs IONS
+31.1%
+569.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.1% | +2.9% |
| 7D | +10.9% | -5.3% | +16.2% | +11.2% |
| 30D | -6.3% | +0.3% | -6.6% | -6.4% |
| 3M | -10.7% | -22.9% | +12.2% | -10.1% |
| 6M | +1.6% | -23.4% | +25.0% | +2.3% |
| YTD | -13.1% | -28.3% | +15.2% | -12.2% |
| 1Y | -15.1% | -7.0% | -8.0% | -15.9% |
| 3Y | +495.0% | +37.6% | +457.4% | +449.3% |
| All | +600.6% | +31.1% | +569.5% | +545.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling