+120.4%
AS vs TLN
+378.0%
-257.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +2.8% |
| 7D | -4.9% | +7.1% | -12.0% | -6.3% |
| 30D | -19.6% | -3.9% | -15.7% | -19.3% |
| 3M | -14.4% | -16.2% | +1.8% | -12.0% |
| 6M | -20.1% | -5.8% | -14.3% | -20.5% |
| YTD | -20.9% | -15.4% | -5.5% | -20.1% |
| 1Y | -21.9% | -16.7% | -5.2% | -21.2% |
| All | +120.4% | +378.0% | -257.6% | +80.0% |
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 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