+392.6%
ASX vs TLN
+476.4%
-83.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.5% | -1.1% |
| 7D | -0.7% | +7.1% | -7.8% | -3.1% |
| 30D | +2.0% | -3.9% | +5.9% | +3.4% |
| 3M | -1.3% | -16.2% | +14.8% | +5.1% |
| 6M | +71.4% | -5.8% | +77.3% | +75.2% |
| YTD | +135.3% | -15.4% | +150.8% | +145.7% |
| 1Y | +267.5% | -16.7% | +284.2% | +284.1% |
| All | +392.6% | +476.4% | -83.7% | +204.0% |
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 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