+178.0%
B vs TLN
+583.6%
-405.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.0% | -2.8% |
| 7D | -1.6% | +7.1% | -8.7% | -2.7% |
| 30D | +9.4% | -3.9% | +13.3% | +10.0% |
| 3M | +5.0% | -16.2% | +21.1% | +7.7% |
| 6M | -3.5% | -5.8% | +2.3% | -2.9% |
| YTD | +4.5% | -15.4% | +19.9% | +6.1% |
| 1Y | +67.8% | -16.7% | +84.5% | +70.9% |
| 3Y | +196.7% | +473.8% | -277.1% | +119.3% |
| All | +178.0% | +583.6% | -405.6% | +96.9% |
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