+22.2%
A vs TLN
-17.6%
+39.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.5% | +9.5% | +1.7% |
| 7D | -2.4% | -6.0% | +3.7% | -1.9% |
| 30D | +3.6% | -1.5% | +5.1% | +3.5% |
| 3M | +27.5% | -3.9% | +31.4% | +27.4% |
| 6M | +58.5% | -15.0% | +73.5% | +59.0% |
| YTD | +31.2% | -12.8% | +44.0% | +31.3% |
| 1Y | +22.2% | -17.3% | +39.5% | +21.9% |
| All | +22.2% | -17.6% | +39.8% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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