+392.1%
ASX vs TLN
+683.0%
-290.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.2% | +1.4% | +5.9% |
| 7D | -12.3% | +9.1% | -21.3% | -14.9% |
| 30D | -26.0% | -4.1% | -21.9% | -24.6% |
| 3M | -8.1% | +4.4% | -12.5% | -9.6% |
| 6M | +1.4% | -6.0% | +7.4% | +3.4% |
| YTD | +115.6% | -3.1% | +118.7% | +114.4% |
| 1Y | +128.0% | -6.1% | +134.1% | +128.1% |
| 3Y | +371.4% | +575.3% | -203.9% | +181.1% |
| All | +392.1% | +683.0% | -290.9% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling