+52.2%
EW vs TLN
+538.9%
-486.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | +0.6% |
| 7D | +11.0% | -1.3% | +12.3% | +11.0% |
| 30D | +19.1% | -10.5% | +29.6% | +20.1% |
| 3M | +14.4% | +0.1% | +14.3% | +13.7% |
| 6M | +22.8% | -17.4% | +40.2% | +24.1% |
| YTD | +19.8% | -9.7% | +29.5% | +18.9% |
| 1Y | +23.9% | -12.3% | +36.1% | +23.2% |
| 3Y | +52.2% | +528.3% | -476.1% | +3.8% |
| All | +52.2% | +538.9% | -486.7% | +3.8% |
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