+15.5%
A vs TLN
-16.8%
+32.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.4% | -2.9% |
| 7D | -2.1% | +10.9% | -13.0% | -3.0% |
| 30D | +0.6% | -6.3% | +6.9% | +1.0% |
| 3M | +10.9% | -10.7% | +21.6% | +11.5% |
| 6M | +28.2% | +1.6% | +26.5% | +26.7% |
| YTD | +8.6% | -13.1% | +21.7% | +9.0% |
| 1Y | +15.5% | -15.1% | +30.6% | +17.8% |
| All | +15.5% | -16.8% | +32.3% | +17.8% |
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