+409.8%
EAT vs TLN
+683.0%
-273.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.2% | -8.7% | -2.7% |
| 7D | -3.9% | +9.1% | -13.0% | -5.8% |
| 30D | +5.0% | -4.1% | +9.1% | +5.3% |
| 3M | -9.6% | +4.4% | -14.1% | -11.3% |
| 6M | +46.8% | -6.0% | +52.8% | +45.7% |
| YTD | +41.8% | -3.1% | +44.9% | +38.4% |
| 1Y | +98.3% | -6.1% | +104.4% | +94.3% |
| 3Y | +503.1% | +575.3% | -72.3% | +298.9% |
| All | +409.8% | +683.0% | -273.2% | +219.4% |
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