-9.9%
AS vs TLN
-19.0%
+9.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -2.1% |
| 7D | +7.1% | -9.4% | +16.5% | +7.7% |
| 30D | +12.8% | -15.2% | +28.1% | +14.1% |
| 3M | -14.7% | -4.1% | -10.6% | -15.7% |
| 6M | -9.9% | -17.8% | +7.9% | -9.0% |
| All | -9.9% | -19.0% | +9.0% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling