+374.9%
ANET vs TLN
+589.3%
-214.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.3% |
| 7D | +3.7% | +5.8% | -2.2% | +1.2% |
| 30D | +0.7% | -6.9% | +7.6% | +3.5% |
| 3M | +26.8% | -10.9% | +37.7% | +31.7% |
| 6M | +40.7% | -4.6% | +45.3% | +39.4% |
| YTD | +47.2% | -14.7% | +62.0% | +51.5% |
| 1Y | +36.0% | -17.9% | +53.9% | +40.9% |
| 3Y | +292.8% | +483.9% | -191.1% | +132.5% |
| All | +374.9% | +589.3% | -214.4% | +171.6% |
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 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