+84.8%
AR vs TLN
+583.6%
-498.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.3% |
| 7D | +2.5% | +7.1% | -4.6% | +1.4% |
| 30D | +14.8% | -3.9% | +18.7% | +15.2% |
| 3M | +6.2% | -16.2% | +22.4% | +8.3% |
| 6M | +4.3% | -5.8% | +10.1% | +2.9% |
| YTD | +14.4% | -15.4% | +29.8% | +14.0% |
| 1Y | +21.3% | -16.7% | +38.0% | +20.6% |
| 3Y | +39.8% | +473.8% | -434.0% | -11.8% |
| All | +84.8% | +583.6% | -498.7% | +14.7% |
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