+48.4%
AA vs TLN
+583.6%
-535.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -3.2% |
| 7D | -0.7% | +7.1% | -7.8% | -2.8% |
| 30D | +5.0% | -3.9% | +8.9% | +6.0% |
| 3M | -35.8% | -16.2% | -19.7% | -32.8% |
| 6M | -18.4% | -5.8% | -12.6% | -18.3% |
| YTD | -5.5% | -15.4% | +10.0% | -2.9% |
| 1Y | +61.0% | -16.7% | +77.6% | +65.8% |
| 3Y | +66.2% | +473.8% | -407.5% | -10.4% |
| All | +48.4% | +583.6% | -535.2% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling