+26.9%
ALL vs TLN
-8.1%
+35.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | +0.6% |
| 7D | -3.9% | +9.1% | -12.9% | -2.5% |
| 30D | +10.6% | -4.1% | +14.7% | +10.5% |
| 3M | -4.6% | +4.4% | -9.0% | -3.2% |
| 6M | +20.2% | -6.0% | +26.2% | +21.4% |
| YTD | +23.7% | -3.1% | +26.8% | +27.3% |
| All | +26.9% | -8.1% | +35.0% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling