+27.6%
CAVA vs TLN
+572.6%
-544.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | -8.0% | -1.3% | -6.7% | -7.6% |
| 30D | -19.6% | -14.3% | -5.2% | -15.6% |
| 3M | -36.7% | -9.3% | -27.4% | -35.5% |
| 6M | -30.6% | -1.1% | -29.5% | -32.4% |
| YTD | -4.8% | -16.6% | +11.8% | -2.7% |
| 1Y | -13.1% | -22.0% | +8.9% | -10.0% |
| 3Y | +48.8% | +470.2% | -421.4% | -20.0% |
| All | +27.6% | +572.6% | -544.9% | -27.1% |
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