-44.3%
EL vs TLN
+589.3%
-633.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.7% |
| 7D | -2.4% | +5.8% | -8.2% | -3.0% |
| 30D | +13.7% | -6.9% | +20.5% | +14.4% |
| 3M | +14.5% | -10.9% | +25.4% | +15.3% |
| 6M | +7.4% | -4.6% | +12.0% | +7.0% |
| YTD | -4.7% | -14.7% | +10.0% | -4.2% |
| 1Y | +12.9% | -17.9% | +30.9% | +13.9% |
| 3Y | -32.2% | +483.9% | -516.1% | -51.5% |
| All | -44.3% | +589.3% | -633.7% | -60.9% |
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