+73.8%
EAT vs TLN
+3.1%
+70.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.7% |
| 7D | -7.1% | +22.3% | -29.4% | -8.9% |
| 30D | -2.3% | +1.2% | -3.5% | -2.4% |
| 3M | -19.6% | +5.9% | -25.6% | -20.2% |
| 6M | +46.0% | +3.2% | +42.8% | +43.8% |
| YTD | +37.7% | +3.2% | +34.5% | +36.0% |
| 1Y | +73.8% | +5.2% | +68.6% | +70.3% |
| All | +73.8% | +3.1% | +70.7% | +70.3% |
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