+20.4%
AA vs TLN
+733.8%
-713.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.1% |
| 7D | +5.3% | +22.3% | -17.0% | -0.7% |
| 30D | -2.3% | +1.2% | -3.4% | -3.0% |
| 3M | -20.8% | +5.9% | -26.7% | -23.0% |
| 6M | -39.8% | +3.2% | -43.0% | -41.4% |
| YTD | -23.3% | +3.2% | -26.4% | -26.4% |
| 1Y | +1.8% | +5.2% | -3.4% | -3.0% |
| 3Y | +69.5% | +606.3% | -536.7% | -15.4% |
| All | +20.4% | +733.8% | -713.4% | -40.9% |
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