+313.3%
ANET vs TLN
+471.2%
-158.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.4% |
| 7D | +3.0% | -1.3% | +4.3% | +3.6% |
| 30D | -5.2% | -14.3% | +9.2% | +0.9% |
| 3M | +27.6% | -9.3% | +36.9% | +31.8% |
| 6M | +44.4% | -1.1% | +45.5% | +40.8% |
| YTD | +52.3% | -16.6% | +68.9% | +58.2% |
| 1Y | +30.4% | -22.0% | +52.4% | +38.2% |
| 3Y | +313.3% | +470.2% | -156.9% | +137.6% |
| All | +313.3% | +471.2% | -158.0% | +137.6% |
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