+437.2%
ASX vs TLN
+583.6%
-146.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 6M | +71.4% | -5.8% | +77.3% | +75.2% |
| YTD | +135.3% | -15.4% | +150.8% | +145.6% |
| 1Y | +267.5% | -16.7% | +284.2% | +284.1% |
| 3Y | +388.5% | +473.8% | -85.3% | +207.2% |
| All | +437.2% | +583.6% | -146.3% | +255.5% |
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