+57.2%
AA vs TLN
+538.9%
-481.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.2% | +0.9% |
| 7D | +0.9% | -1.3% | +2.2% | +0.9% |
| 30D | -6.7% | -10.5% | +3.8% | -4.1% |
| 3M | -16.3% | +0.1% | -16.4% | -17.3% |
| 6M | -37.1% | -17.4% | -19.7% | -34.7% |
| YTD | -25.0% | -9.7% | -15.4% | -25.2% |
| 1Y | +8.6% | -12.3% | +20.8% | +9.1% |
| 3Y | +57.2% | +528.3% | -471.0% | -23.6% |
| All | +57.2% | +538.9% | -481.7% | -23.6% |
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 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