-36.1%
EL vs TLN
+678.8%
-714.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | +7.6% | +1.1% | +6.5% | +7.4% |
| 30D | +15.7% | -4.6% | +20.3% | +15.9% |
| 3M | +30.5% | +5.2% | +25.3% | +29.1% |
| 6M | +32.5% | -6.5% | +39.1% | +32.0% |
| YTD | +9.4% | -3.6% | +13.1% | +8.1% |
| 1Y | +28.4% | -8.2% | +36.6% | +27.2% |
| 3Y | +4.4% | +559.7% | -555.2% | -26.6% |
| All | -36.1% | +678.8% | -714.9% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling