+11.4%
B vs TLN
-1.4%
+12.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.4% | -2.7% |
| 7D | -2.7% | +15.9% | -18.6% | -5.9% |
| 30D | -4.3% | -0.3% | -4.1% | -4.5% |
| 3M | -2.3% | +5.8% | -8.1% | -4.5% |
| 6M | -16.2% | -1.2% | -15.0% | -17.4% |
| YTD | -8.8% | +1.0% | -9.9% | -11.6% |
| 1Y | +11.4% | +1.1% | +10.2% | +8.4% |
| All | +11.4% | -1.4% | +12.8% | +8.4% |
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