+193.8%
CAH vs TLN
+571.8%
-378.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.6% |
| 7D | -5.1% | +2.0% | -7.0% | -5.1% |
| 30D | -1.8% | -12.9% | +11.2% | -1.5% |
| 3M | +9.4% | -7.4% | +16.8% | +9.2% |
| 6M | +9.2% | -6.0% | +15.3% | +8.8% |
| YTD | +15.7% | -16.9% | +32.6% | +15.6% |
| 1Y | +59.7% | -22.6% | +82.4% | +59.8% |
| 3Y | +178.5% | +469.0% | -290.6% | +142.2% |
| All | +193.8% | +571.8% | -378.0% | +154.0% |
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