-17.0%
AMRZ vs TLN
+9.3%
-26.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.2% |
| 7D | +2.5% | -9.4% | +11.9% | +3.1% |
| 30D | +14.4% | -15.2% | +29.7% | +15.7% |
| 3M | -19.2% | -4.1% | -15.0% | -19.5% |
| 6M | -19.7% | -17.8% | -1.9% | -19.2% |
| YTD | -20.2% | -15.6% | -4.5% | -20.4% |
| 1Y | -15.1% | -21.6% | +6.6% | -15.1% |
| All | -17.0% | +9.3% | -26.3% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling