-28.7%
ADBE vs TLN
-1.4%
-27.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | +1.4% |
| 7D | -4.4% | +15.9% | -20.3% | -1.2% |
| 30D | -0.2% | -0.3% | +0.1% | +0.4% |
| 3M | -9.9% | +5.8% | -15.7% | -7.7% |
| 6M | -3.5% | -1.2% | -2.2% | -0.8% |
| YTD | -32.1% | +1.0% | -33.1% | -28.7% |
| 1Y | -28.7% | +1.1% | -29.8% | -25.1% |
| All | -28.7% | -1.4% | -27.3% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling