-54.1%
ADBE vs TLN
+494.5%
-548.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.2% | -3.5% |
| 7D | -10.1% | +10.9% | -21.0% | -10.1% |
| 30D | -3.0% | -6.3% | +3.3% | -3.0% |
| 3M | +5.0% | -10.7% | +15.7% | +4.9% |
| 6M | -9.3% | +1.6% | -10.9% | -10.3% |
| YTD | -26.5% | -13.1% | -13.4% | -26.7% |
| 1Y | -28.3% | -15.1% | -13.2% | -28.6% |
| 3Y | -54.1% | +495.0% | -549.1% | -64.6% |
| All | -54.1% | +494.5% | -548.6% | -64.6% |
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