+152.8%
ALL vs TLN
+583.6%
-430.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.3% |
| 7D | 0.0% | +7.1% | -7.0% | +0.1% |
| 30D | -1.5% | -3.9% | +2.4% | -1.5% |
| 3M | +23.6% | -16.2% | +39.8% | +23.4% |
| 6M | +22.3% | -5.8% | +28.2% | +22.0% |
| YTD | +26.5% | -15.4% | +41.9% | +26.4% |
| 1Y | +27.0% | -16.7% | +43.7% | +26.8% |
| 3Y | +149.6% | +473.8% | -324.2% | +134.5% |
| All | +152.8% | +583.6% | -430.8% | +134.7% |
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 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