+417.5%
EAT vs TLN
+630.2%
-212.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.1% | -10.0% | -4.1% |
| 7D | -2.6% | -1.3% | -1.3% | -2.8% |
| 30D | +11.5% | -10.5% | +22.0% | +13.2% |
| 3M | -9.1% | +0.1% | -9.2% | -10.2% |
| 6M | +40.4% | -17.4% | +57.8% | +43.0% |
| YTD | +43.9% | -9.7% | +53.6% | +42.2% |
| 1Y | +101.9% | -12.3% | +114.2% | +100.4% |
| 3Y | +489.9% | +528.3% | -38.4% | +295.2% |
| All | +417.5% | +630.2% | -212.8% | +228.3% |
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 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