-41.6%
ADBE vs TLN
+589.3%
-630.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.9% |
| 7D | -8.9% | +5.8% | -14.8% | -8.9% |
| 30D | -6.6% | -6.9% | +0.2% | -6.6% |
| 3M | +7.1% | -10.9% | +18.0% | +7.0% |
| 6M | -9.8% | -4.6% | -5.2% | -10.5% |
| YTD | -27.2% | -14.7% | -12.5% | -27.4% |
| 1Y | -28.0% | -17.9% | -10.1% | -28.2% |
| 3Y | -54.5% | +483.9% | -538.4% | -64.2% |
| All | -41.6% | +589.3% | -630.9% | -52.7% |
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