+176.7%
COMP vs TLN
+683.0%
-506.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.2% | -1.6% | +4.0% |
| 7D | +14.5% | +9.1% | +5.5% | +11.9% |
| 30D | +14.9% | -4.1% | +19.0% | +15.4% |
| 3M | -14.2% | +4.4% | -18.7% | -16.3% |
| 6M | +23.7% | -6.0% | +29.8% | +22.9% |
| YTD | +2.1% | -3.1% | +5.2% | -0.3% |
| 1Y | +26.2% | -6.1% | +32.3% | +23.6% |
| 3Y | +470.9% | +575.3% | -104.4% | +163.4% |
| All | +176.7% | +683.0% | -506.4% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling