+29.4%
B vs TLN
-17.6%
+47.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -8.5% | +16.8% | +10.2% |
| 7D | +1.1% | -6.0% | +7.1% | +2.1% |
| 30D | +0.3% | -1.5% | +1.9% | -0.2% |
| 3M | +5.4% | -3.9% | +9.3% | +5.1% |
| 6M | +5.5% | -15.0% | +20.6% | +7.7% |
| YTD | -6.3% | -12.8% | +6.5% | -5.8% |
| 1Y | +29.4% | -17.3% | +46.7% | +34.5% |
| All | +29.4% | -17.6% | +47.0% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling