+372.9%
AU vs TLN
+571.8%
-198.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.7% | -3.8% |
| 7D | -7.0% | +2.0% | -8.9% | -7.4% |
| 30D | +7.3% | -12.9% | +20.2% | +10.2% |
| 3M | +33.2% | -7.4% | +40.7% | +34.8% |
| 6M | -0.6% | -6.0% | +5.4% | +0.6% |
| YTD | +26.2% | -16.9% | +43.0% | +29.1% |
| 1Y | +68.3% | -22.6% | +90.9% | +74.0% |
| 3Y | +592.1% | +469.0% | +123.1% | +359.7% |
| All | +372.9% | +571.8% | -198.9% | +215.9% |
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