+193.6%
C vs TLN
+683.0%
-489.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.2% | -4.8% | +1.3% |
| 7D | -0.9% | +9.1% | -10.0% | -2.5% |
| 30D | -5.4% | -4.1% | -1.3% | -5.0% |
| 3M | -9.2% | +4.4% | -13.6% | -10.4% |
| 6M | -1.8% | -6.0% | +4.2% | -2.1% |
| YTD | +6.7% | -3.1% | +9.8% | +4.9% |
| 1Y | +23.5% | -6.1% | +29.6% | +21.8% |
| 3Y | +219.8% | +575.3% | -355.6% | +145.9% |
| All | +193.6% | +683.0% | -489.4% | +129.2% |
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