+50.5%
CAVA vs TLN
+483.9%
-433.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.9% | -4.2% | -5.4% |
| 7D | -8.5% | +5.8% | -14.4% | -10.2% |
| 30D | -8.2% | -6.9% | -1.4% | -6.3% |
| 3M | -25.9% | -10.9% | -15.0% | -24.2% |
| 6M | -30.9% | -4.6% | -26.3% | -31.8% |
| YTD | -3.7% | -14.7% | +11.0% | -2.3% |
| 1Y | -13.4% | -17.9% | +4.5% | -12.0% |
| All | +50.5% | +483.9% | -433.4% | -13.4% |
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