+35.1%
DD vs TLN
-18.5%
+53.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.3% |
| 7D | -3.8% | +5.8% | -9.6% | -4.5% |
| 30D | -9.2% | -6.9% | -2.4% | -8.5% |
| 3M | -9.0% | -10.9% | +1.9% | -8.1% |
| 6M | -5.0% | -4.6% | -0.3% | -4.7% |
| YTD | +7.4% | -14.7% | +22.1% | +8.6% |
| 1Y | +35.1% | -17.9% | +53.0% | +37.2% |
| All | +35.1% | -18.5% | +53.6% | +37.2% |
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