+1.6%
EW vs TLN
+602.5%
-600.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -3.9% |
| 7D | -4.4% | +10.9% | -15.3% | -5.6% |
| 30D | -3.3% | -6.3% | +3.0% | -2.8% |
| 3M | +1.0% | -10.7% | +11.7% | +1.7% |
| 6M | +6.2% | +1.6% | +4.6% | +4.8% |
| YTD | +1.7% | -13.1% | +14.8% | +1.8% |
| 1Y | +8.1% | -15.1% | +23.2% | +7.9% |
| 3Y | +17.1% | +495.0% | -477.9% | -23.7% |
| All | +1.6% | +602.5% | -600.9% | -34.4% |
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 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