+73.3%
D vs TLN
+538.9%
-465.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.6% | -1.5% |
| 7D | +3.0% | -1.3% | +4.3% | +3.0% |
| 30D | +11.5% | -10.5% | +22.0% | +11.5% |
| 3M | +3.7% | +0.1% | +3.6% | +3.6% |
| 6M | +13.5% | -17.4% | +30.9% | +13.6% |
| YTD | +20.7% | -9.7% | +30.4% | +20.7% |
| 1Y | +18.2% | -12.3% | +30.5% | +18.2% |
| 3Y | +73.3% | +528.3% | -455.0% | +54.3% |
| All | +73.3% | +538.9% | -465.6% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling