+22.3%
EL vs TLN
-17.6%
+39.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -8.5% | +14.8% | +6.8% |
| 7D | +2.5% | -6.0% | +8.5% | +2.7% |
| 30D | +20.1% | -1.5% | +21.6% | +19.6% |
| 3M | +29.3% | -3.9% | +33.2% | +28.8% |
| 6M | +38.8% | -15.0% | +53.8% | +38.6% |
| YTD | +8.1% | -12.8% | +20.9% | +8.7% |
| 1Y | +22.3% | -17.3% | +39.7% | +22.0% |
| All | +22.3% | -17.6% | +39.9% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling