+76.5%
AR vs TLN
+678.8%
-602.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.7% | -2.4% | +3.3% |
| 7D | -5.8% | +1.1% | -6.9% | -5.9% |
| 30D | +4.8% | -4.6% | +9.4% | +5.4% |
| 3M | +1.5% | +5.2% | -3.7% | +0.1% |
| 6M | +4.7% | -6.5% | +11.2% | +4.4% |
| YTD | +9.2% | -3.6% | +12.8% | +6.3% |
| 1Y | +11.2% | -8.2% | +19.4% | +9.1% |
| 3Y | +46.2% | +559.7% | -513.4% | -10.5% |
| All | +76.5% | +678.8% | -602.3% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling