+162.6%
B vs TLN
+683.0%
-520.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -3.0% | +3.1% |
| 7D | +11.3% | +9.1% | +2.3% | +9.4% |
| 30D | +2.9% | -4.1% | +7.0% | +3.4% |
| 3M | -2.9% | +4.4% | -7.3% | -4.2% |
| 6M | -1.2% | -6.0% | +4.8% | -1.3% |
| YTD | -1.3% | -3.1% | +1.8% | -2.5% |
| 1Y | +30.4% | -6.1% | +36.5% | +29.1% |
| 3Y | +195.3% | +575.3% | -380.1% | +110.1% |
| All | +162.6% | +683.0% | -520.4% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling