+77.4%
AAPL vs TLN
+602.5%
-525.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.3% |
| 7D | -2.7% | +10.9% | -13.6% | -3.4% |
| 30D | +1.0% | -6.3% | +7.3% | +1.3% |
| 3M | +5.0% | -10.7% | +15.7% | +5.3% |
| 6M | +23.0% | +1.6% | +21.4% | +21.7% |
| YTD | +16.6% | -13.1% | +29.7% | +16.6% |
| 1Y | +33.4% | -15.1% | +48.5% | +33.3% |
| 3Y | +79.9% | +495.0% | -415.1% | +45.5% |
| All | +77.4% | +602.5% | -525.1% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling