+605.8%
AU vs TLN
+483.9%
+121.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | +0.6% | +5.8% | -5.2% | -0.6% |
| 30D | +12.3% | -6.9% | +19.2% | +13.7% |
| 3M | +29.4% | -10.9% | +40.2% | +31.9% |
| 6M | +3.2% | -4.6% | +7.8% | +4.1% |
| YTD | +31.8% | -14.7% | +46.5% | +34.1% |
| 1Y | +83.4% | -17.9% | +101.3% | +87.9% |
| All | +605.8% | +483.9% | +121.9% | +385.3% |
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