+37.4%
CAVA vs TLN
+600.6%
-563.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.9% |
| 7D | -1.5% | +10.9% | -12.4% | -4.8% |
| 30D | -3.7% | -6.3% | +2.7% | -1.8% |
| 3M | -18.3% | -10.7% | -7.6% | -16.5% |
| 6M | -23.5% | +1.6% | -25.1% | -26.1% |
| YTD | +2.5% | -13.1% | +15.6% | +3.3% |
| 1Y | -8.0% | -15.1% | +7.1% | -7.6% |
| 3Y | +53.5% | +495.0% | -441.5% | -18.7% |
| All | +37.4% | +600.6% | -563.2% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling