+390.8%
AU vs TLN
+602.5%
-211.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.7% |
| 7D | -0.3% | +10.9% | -11.2% | -2.4% |
| 30D | +12.8% | -6.3% | +19.1% | +14.1% |
| 3M | +28.5% | -10.7% | +39.2% | +30.9% |
| 6M | +4.8% | +1.6% | +3.2% | +4.6% |
| YTD | +31.0% | -13.1% | +44.0% | +32.8% |
| 1Y | +81.4% | -15.1% | +96.5% | +84.8% |
| 3Y | +618.4% | +495.0% | +123.4% | +372.7% |
| All | +390.8% | +602.5% | -211.6% | +224.9% |
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 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