+59.8%
D vs TLN
+683.0%
-623.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.8% | -0.5% |
| 7D | +0.8% | +9.1% | -8.3% | +0.8% |
| 30D | +10.7% | -4.1% | +14.8% | +10.8% |
| 3M | +2.3% | +4.4% | -2.2% | +2.2% |
| 6M | +12.5% | -6.0% | +18.5% | +12.6% |
| YTD | +20.1% | -3.1% | +23.2% | +20.1% |
| 1Y | +15.6% | -6.1% | +21.6% | +15.5% |
| 3Y | +75.2% | +575.3% | -500.2% | +57.9% |
| All | +59.8% | +683.0% | -623.2% | +49.7% |
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