+628.3%
TLN vs IONS
-8.9%
+637.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +7.0% |
| 7D | -1.3% | -9.4% | +8.1% | -0.6% |
| 30D | -10.5% | -10.7% | +0.2% | -9.8% |
| 3M | +0.1% | -27.7% | +27.8% | +2.2% |
| 6M | -17.4% | -48.7% | +31.3% | -14.5% |
| YTD | -9.7% | -50.2% | +40.5% | -6.5% |
| 1Y | -12.3% | -46.8% | +34.5% | -9.7% |
| 3Y | +528.3% | -14.8% | +543.1% | +502.6% |
| All | +628.3% | -8.9% | +637.1% | +587.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling