-29.4%
EL vs TLN
+476.4%
-505.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.8% | -0.8% | +2.6% |
| 7D | +0.8% | +7.1% | -6.3% | +0.1% |
| 30D | +19.8% | -3.9% | +23.7% | +20.2% |
| 3M | +25.7% | -16.2% | +41.9% | +27.4% |
| 6M | +5.4% | -5.8% | +11.3% | +5.2% |
| YTD | +0.2% | -15.4% | +15.6% | +0.8% |
| 1Y | +20.4% | -16.7% | +37.1% | +21.3% |
| All | -29.4% | +476.4% | -505.7% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling