+58.1%
D vs TLN
+733.8%
-675.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | -3.1% | +22.3% | -25.3% | -3.0% |
| 30D | +8.4% | +1.2% | +7.2% | +8.5% |
| 3M | +0.2% | +5.9% | -5.7% | +0.2% |
| 6M | +9.5% | +3.2% | +6.2% | +9.6% |
| YTD | +18.8% | +3.2% | +15.6% | +18.8% |
| 1Y | +14.7% | +5.2% | +9.5% | +14.7% |
| 3Y | +72.9% | +606.3% | -533.3% | +56.0% |
| All | +58.1% | +733.8% | -675.7% | +48.1% |
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 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