+147.2%
ALL vs TLN
+683.0%
-535.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -0.2% |
| 7D | -3.9% | +9.1% | -12.9% | -3.6% |
| 30D | +10.6% | -4.1% | +14.7% | +10.7% |
| 3M | -4.6% | +4.4% | -9.0% | -4.3% |
| 6M | +20.2% | -6.0% | +26.2% | +20.6% |
| YTD | +23.7% | -3.1% | +26.8% | +24.1% |
| 1Y | +27.9% | -6.1% | +33.9% | +28.4% |
| 3Y | +109.2% | +575.3% | -466.2% | +95.6% |
| All | +147.2% | +683.0% | -535.9% | +130.4% |
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