+56.5%
EQT vs TLN
+589.3%
-532.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | -2.0% | +5.8% | -7.8% | -2.8% |
| 30D | +1.0% | -6.9% | +7.9% | +1.8% |
| 3M | +4.0% | -10.9% | +14.9% | +5.0% |
| 6M | -11.7% | -4.6% | -7.1% | -12.4% |
| YTD | +2.8% | -14.7% | +17.5% | +3.0% |
| 1Y | +10.0% | -17.9% | +27.9% | +10.4% |
| 3Y | +34.1% | +483.9% | -449.7% | +4.6% |
| All | +56.5% | +589.3% | -532.8% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling