+476.7%
EAT vs TLN
+583.6%
-106.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | -0.2% |
| 7D | 0.0% | +7.1% | -7.0% | -1.4% |
| 30D | +1.9% | -3.9% | +5.8% | +2.5% |
| 3M | +68.7% | -16.2% | +84.8% | +73.0% |
| 6M | +66.9% | -5.8% | +72.7% | +65.5% |
| YTD | +60.4% | -15.4% | +75.8% | +62.2% |
| 1Y | +44.0% | -16.7% | +60.7% | +44.7% |
| 3Y | +604.7% | +473.8% | +130.9% | +388.9% |
| All | +476.7% | +583.6% | -106.9% | +274.5% |
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