+185.1%
COMP vs TLN
+583.6%
-398.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | -0.4% |
| 7D | +1.4% | +7.1% | -5.7% | -0.4% |
| 30D | -13.3% | -3.9% | -9.4% | -12.7% |
| 3M | +41.1% | -16.2% | +57.3% | +46.3% |
| 6M | +17.2% | -5.8% | +23.0% | +18.1% |
| YTD | +5.2% | -15.4% | +20.6% | +7.5% |
| 1Y | +18.9% | -16.7% | +35.6% | +20.8% |
| 3Y | +215.9% | +473.8% | -257.8% | +55.9% |
| All | +185.1% | +583.6% | -398.4% | +24.1% |
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 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