+12.8%
ED vs TLN
-15.5%
+28.3%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.1% | -9.5% | -1.8% |
| 7D | +1.6% | -1.3% | +3.0% | +1.7% |
| 30D | +13.3% | -10.5% | +23.8% | +12.9% |
| 3M | +9.7% | +0.1% | +9.6% | +9.7% |
| 6M | +12.8% | -17.4% | +30.2% | +11.6% |
| All | +12.8% | -15.5% | +28.3% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling