+56.5%
A vs TLN
+683.0%
-626.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.2% | -4.1% | +2.4% |
| 7D | +4.8% | +9.1% | -4.3% | +3.8% |
| 30D | +5.6% | -4.1% | +9.7% | +5.8% |
| 3M | +23.6% | +4.4% | +19.2% | +22.6% |
| 6M | +56.4% | -6.0% | +62.4% | +56.0% |
| YTD | +33.4% | -3.1% | +36.5% | +32.0% |
| 1Y | +23.7% | -6.1% | +29.8% | +22.6% |
| 3Y | +71.0% | +575.3% | -504.3% | +43.5% |
| All | +56.5% | +683.0% | -626.6% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling