+76.9%
AAPL vs TLN
+589.3%
-512.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -3.0% | +5.8% | -8.8% | -3.3% |
| 30D | +2.3% | -6.9% | +9.2% | +2.7% |
| 3M | +8.6% | -10.9% | +19.5% | +9.0% |
| 6M | +21.6% | -4.6% | +26.2% | +20.9% |
| YTD | +16.3% | -14.7% | +31.0% | +16.4% |
| 1Y | +35.1% | -17.9% | +53.0% | +35.3% |
| 3Y | +79.4% | +483.9% | -404.5% | +45.3% |
| All | +76.9% | +589.3% | -512.5% | +40.2% |
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