-17.3%
TLN vs IOVA
+254.4%
-271.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.7% | +3.7% |
| 7D | +7.1% | +9.7% | -2.7% | +6.6% |
| 30D | -3.9% | +102.5% | -106.4% | -7.2% |
| 3M | -16.2% | +100.7% | -116.8% | -19.0% |
| 6M | -5.8% | +106.3% | -112.2% | -9.3% |
| YTD | -15.4% | +222.0% | -237.4% | -17.0% |
| All | -17.3% | +254.4% | -271.8% | -15.1% |
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