+600.6%
TLN vs IOVA
-1.8%
+602.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.8% |
| 7D | +10.9% | +5.1% | +5.8% | +10.6% |
| 30D | -6.3% | +37.2% | -43.5% | -8.0% |
| 3M | -10.7% | +117.5% | -128.2% | -14.8% |
| 6M | +1.6% | +69.6% | -68.0% | -2.3% |
| YTD | -13.1% | +218.7% | -231.8% | -19.2% |
| 1Y | -15.1% | +265.5% | -280.6% | -21.9% |
| 3Y | +495.0% | +46.2% | +448.8% | +460.1% |
| All | +600.6% | -1.8% | +602.4% | +560.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling