-42.7%
EL vs TLN
+602.5%
-645.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.4% |
| 7D | +1.7% | +10.9% | -9.2% | +0.5% |
| 30D | +15.5% | -6.3% | +21.8% | +16.2% |
| 3M | +20.6% | -10.7% | +31.2% | +21.4% |
| 6M | +10.5% | +1.6% | +8.8% | +9.2% |
| YTD | -1.9% | -13.1% | +11.2% | -1.6% |
| 1Y | +16.1% | -15.1% | +31.1% | +16.6% |
| 3Y | -30.2% | +495.0% | -525.2% | -50.1% |
| All | -42.7% | +602.5% | -645.2% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling