+198.6%
C vs TLN
+733.8%
-535.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | +4.7% | +22.3% | -17.5% | +1.4% |
| 30D | +0.2% | +1.2% | -1.0% | -0.3% |
| 3M | -9.3% | +5.9% | -15.3% | -10.8% |
| 6M | -0.8% | +3.2% | -4.1% | -2.6% |
| YTD | +8.5% | +3.2% | +5.4% | +5.6% |
| 1Y | +23.1% | +5.2% | +17.9% | +19.3% |
| 3Y | +220.8% | +606.3% | -385.5% | +144.0% |
| All | +198.6% | +733.8% | -535.2% | +130.8% |
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