+65.5%
A vs TLN
+580.6%
-515.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.8% |
| 7D | -0.5% | +11.0% | -11.5% | -1.5% |
| 30D | 0.0% | +4.9% | -4.9% | -0.6% |
| 3M | +16.7% | +4.9% | +11.8% | +15.7% |
| 6M | +54.8% | +7.1% | +47.7% | +52.5% |
| YTD | +28.8% | +0.3% | +28.5% | +27.0% |
| 1Y | +19.3% | +5.9% | +13.4% | +16.9% |
| 3Y | +65.5% | +578.5% | -512.9% | +32.4% |
| All | +65.5% | +580.6% | -515.0% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling