+51.9%
DOW vs TLN
-17.6%
+69.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.5% | +5.3% | -3.6% |
| 7D | -4.2% | -6.0% | +1.8% | -4.4% |
| 30D | +14.7% | -1.5% | +16.2% | +14.6% |
| 3M | +9.1% | -3.9% | +13.0% | +9.0% |
| 6M | -17.7% | -15.0% | -2.6% | -17.2% |
| YTD | +44.6% | -12.8% | +57.4% | +46.0% |
| 1Y | +51.9% | -17.3% | +69.2% | +52.7% |
| All | +51.9% | -17.6% | +69.5% | +52.7% |
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