+441.6%
ASX vs TLN
+716.6%
-275.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.9% | +1.7% | +4.8% |
| 7D | +0.8% | +15.9% | -15.1% | -4.1% |
| 30D | -20.4% | -0.3% | -20.2% | -20.1% |
| 3M | -2.1% | +5.8% | -8.0% | -4.2% |
| 6M | +8.2% | -1.2% | +9.5% | +8.4% |
| YTD | +137.3% | +1.0% | +136.2% | +132.5% |
| 1Y | +155.0% | +1.1% | +153.9% | +148.9% |
| 3Y | +397.9% | +591.7% | -193.8% | +193.3% |
| All | +441.6% | +716.6% | -275.0% | +236.4% |
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 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