+161.8%
COMP vs TLN
+630.2%
-468.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.1% | +3.6% | +9.1% |
| 7D | +13.4% | -1.3% | +14.8% | +13.4% |
| 30D | +11.1% | -10.5% | +21.6% | +13.3% |
| 3M | -18.8% | +0.1% | -18.9% | -20.0% |
| 6M | +10.5% | -17.4% | +27.9% | +13.3% |
| YTD | -3.4% | -9.7% | +6.3% | -4.1% |
| 1Y | +19.7% | -12.3% | +31.9% | +19.2% |
| 3Y | +381.6% | +528.3% | -146.7% | +126.6% |
| All | +161.8% | +630.2% | -468.4% | +10.6% |
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 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