-38.9%
ADBE vs TLN
+583.6%
-622.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.8% | -10.5% | -6.7% |
| 7D | -8.6% | +7.1% | -15.6% | -8.6% |
| 30D | +2.8% | -3.9% | +6.7% | +2.7% |
| 3M | +3.1% | -16.2% | +19.3% | +3.3% |
| 6M | -2.4% | -5.8% | +3.4% | -3.2% |
| YTD | -23.9% | -15.4% | -8.4% | -24.1% |
| 1Y | -22.6% | -16.7% | -5.9% | -23.0% |
| 3Y | -52.7% | +473.8% | -526.4% | -62.7% |
| All | -38.9% | +583.6% | -622.5% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling