+353.0%
ASX vs TLN
+630.2%
-277.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.1% | -0.7% | +3.8% |
| 7D | -19.9% | -1.3% | -18.6% | -19.5% |
| 30D | -30.9% | -10.5% | -20.4% | -27.8% |
| 3M | -15.1% | +0.1% | -15.2% | -15.1% |
| 6M | -6.5% | -17.4% | +10.9% | -0.5% |
| YTD | +98.4% | -9.7% | +108.1% | +102.4% |
| 1Y | +107.9% | -12.3% | +120.1% | +113.2% |
| 3Y | +325.3% | +528.3% | -203.0% | +160.1% |
| All | +353.0% | +630.2% | -277.2% | +193.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling