+179.6%
CAH vs TLN
+580.6%
-401.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +1.1% |
| 7D | +3.5% | +11.0% | -7.6% | +3.3% |
| 30D | +13.5% | +4.9% | +8.6% | +13.3% |
| 3M | +21.8% | +4.9% | +16.9% | +21.5% |
| 6M | +51.5% | +7.1% | +44.4% | +50.6% |
| YTD | +38.1% | +0.3% | +37.8% | +37.2% |
| 1Y | +37.7% | +5.9% | +31.8% | +36.5% |
| 3Y | +179.6% | +578.5% | -398.9% | +149.3% |
| All | +179.6% | +580.6% | -401.0% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling