+65.9%
EW vs TLN
+580.6%
-514.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.0% | +1.6% |
| 7D | +4.9% | +11.0% | -6.1% | +3.8% |
| 30D | +23.9% | +4.9% | +19.0% | +23.1% |
| 3M | +15.8% | +4.9% | +10.8% | +14.6% |
| 6M | +31.7% | +7.1% | +24.5% | +29.3% |
| YTD | +25.7% | +0.3% | +25.4% | +23.4% |
| 1Y | +24.4% | +5.9% | +18.5% | +21.2% |
| 3Y | +65.9% | +578.5% | -512.6% | +13.6% |
| All | +65.9% | +580.6% | -514.7% | +13.6% |
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 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