+133.5%
B vs TLN
+710.8%
-577.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | -7.3% | +11.0% | -18.4% | -8.9% |
| 30D | -3.3% | +4.9% | -8.3% | -4.4% |
| 3M | -7.8% | +4.9% | -12.7% | -9.1% |
| 6M | -15.5% | +7.1% | -22.7% | -17.2% |
| YTD | -12.3% | +0.3% | -12.6% | -13.8% |
| 1Y | +5.4% | +5.9% | -0.5% | +2.8% |
| 3Y | +165.5% | +578.5% | -412.9% | +89.3% |
| All | +133.5% | +710.8% | -577.3% | +59.9% |
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