+581.7%
TLN vs IOVA
-0.8%
+582.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.7% | +3.7% |
| 7D | +7.1% | +9.7% | -2.7% | +6.5% |
| 30D | -3.9% | +102.5% | -106.4% | -7.8% |
| 3M | -16.2% | +100.7% | -116.8% | -19.7% |
| 6M | -5.8% | +106.3% | -112.2% | -10.3% |
| YTD | -15.4% | +222.0% | -237.4% | -21.4% |
| 1Y | -16.7% | +299.5% | -316.2% | -23.8% |
| 3Y | +473.8% | +42.9% | +430.8% | +440.6% |
| All | +581.7% | -0.8% | +582.5% | +542.5% |
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