+11.2%
AR vs TLN
-8.6%
+19.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.7% | -2.4% | +4.6% |
| 7D | -5.8% | +1.1% | -6.9% | -5.8% |
| 30D | +4.8% | -4.6% | +9.4% | +4.4% |
| 3M | +1.5% | +5.2% | -3.7% | +2.2% |
| 6M | +4.7% | -6.5% | +11.2% | +5.0% |
| YTD | +9.2% | -3.6% | +12.8% | +9.7% |
| 1Y | +11.2% | -8.2% | +19.4% | +15.3% |
| All | +11.2% | -8.6% | +19.7% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling