+155.3%
ALL vs TLN
+716.6%
-561.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.4% | +0.5% |
| 7D | -2.6% | +15.9% | -18.4% | -2.1% |
| 30D | +12.7% | -0.3% | +13.0% | +12.9% |
| 3M | +0.4% | +5.8% | -5.4% | +0.8% |
| 6M | +23.8% | -1.2% | +25.0% | +24.3% |
| YTD | +27.8% | +1.0% | +26.8% | +28.4% |
| 1Y | +28.9% | +1.1% | +27.8% | +29.4% |
| 3Y | +113.9% | +591.7% | -477.8% | +100.8% |
| All | +155.3% | +716.6% | -561.3% | +138.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling