+186.6%
C vs TLN
+630.2%
-443.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -0.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.4% |
| 30D | -6.0% | -10.5% | +4.5% | -4.6% |
| 3M | -10.5% | +0.1% | -10.6% | -11.2% |
| 6M | -5.7% | -17.4% | +11.7% | -4.0% |
| YTD | +4.1% | -9.7% | +13.8% | +3.6% |
| 1Y | +20.5% | -12.3% | +32.7% | +20.2% |
| 3Y | +208.1% | +528.3% | -320.2% | +139.6% |
| All | +186.6% | +630.2% | -443.7% | +126.3% |
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