+53.9%
DD vs TLN
+602.5%
-548.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.6% |
| 7D | -0.6% | +10.9% | -11.5% | -2.1% |
| 30D | -7.4% | -6.3% | -1.1% | -6.6% |
| 3M | -6.4% | -10.7% | +4.3% | -5.4% |
| 6M | -2.5% | +1.6% | -4.1% | -3.5% |
| YTD | +10.2% | -13.1% | +23.3% | +10.9% |
| 1Y | +36.9% | -15.1% | +52.0% | +37.6% |
| 3Y | +47.0% | +495.0% | -448.0% | +5.6% |
| All | +53.9% | +602.5% | -548.6% | +6.9% |
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