+133.7%
AS vs TLN
+376.8%
-243.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -1.6% |
| 7D | +7.1% | -9.4% | +16.5% | +8.9% |
| 30D | +12.8% | -15.2% | +28.1% | +16.2% |
| 3M | -14.7% | -4.1% | -10.6% | -15.2% |
| 6M | -9.9% | -17.8% | +7.9% | -8.0% |
| YTD | -16.1% | -15.6% | -0.5% | -16.1% |
| 1Y | +0.2% | -21.6% | +21.8% | +1.9% |
| All | +133.7% | +376.8% | -243.1% | +89.2% |
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