+54.2%
DD vs TLN
+583.6%
-529.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.2% |
| 7D | -3.5% | +7.1% | -10.6% | -4.5% |
| 30D | -10.3% | -3.9% | -6.4% | -9.9% |
| 3M | -7.5% | -16.2% | +8.6% | -5.7% |
| 6M | -8.0% | -5.8% | -2.2% | -8.0% |
| YTD | +10.5% | -15.4% | +25.9% | +11.6% |
| 1Y | +38.3% | -16.7% | +54.9% | +39.3% |
| 3Y | +42.5% | +473.8% | -431.3% | +3.0% |
| All | +54.2% | +583.6% | -529.3% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling