+53.6%
AA vs TLN
+602.5%
-548.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.8% | +2.7% |
| 7D | +1.7% | +10.9% | -9.3% | -1.5% |
| 30D | +3.3% | -6.3% | +9.6% | +5.1% |
| 3M | -29.4% | -10.7% | -18.7% | -27.5% |
| 6M | -12.8% | +1.6% | -14.4% | -14.7% |
| YTD | -2.1% | -13.1% | +11.0% | -0.3% |
| 1Y | +62.8% | -15.1% | +77.8% | +66.7% |
| 3Y | +90.5% | +495.0% | -404.5% | +1.5% |
| All | +53.6% | +602.5% | -548.8% | -19.9% |
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 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