+32.2%
DD vs TLN
-8.6%
+40.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +20.7% | -4.6% | +25.3% | +21.0% |
| 3M | +11.3% | +5.2% | +6.1% | +9.9% |
| 6M | +6.0% | -6.5% | +12.5% | +5.4% |
| YTD | +31.7% | -3.6% | +35.3% | +30.4% |
| 1Y | +32.2% | -8.2% | +40.5% | +30.4% |
| All | +32.2% | -8.6% | +40.8% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling