+31.9%
ED vs TLN
+602.5%
-570.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +1.1% |
| 7D | +0.5% | +10.9% | -10.4% | +1.2% |
| 30D | +1.1% | -6.3% | +7.4% | +0.7% |
| 3M | +4.6% | -10.7% | +15.3% | +4.2% |
| 6M | -2.0% | +1.6% | -3.6% | -1.3% |
| YTD | +11.7% | -13.1% | +24.8% | +11.6% |
| 1Y | +15.7% | -15.1% | +30.8% | +15.7% |
| 3Y | +34.4% | +495.0% | -460.7% | +41.9% |
| All | +31.9% | +602.5% | -570.6% | +42.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling