+5.3%
EW vs TLN
+583.6%
-578.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.6% | -0.3% |
| 7D | -0.3% | +7.1% | -7.4% | -1.1% |
| 30D | +1.0% | -3.9% | +4.9% | +1.4% |
| 3M | +2.8% | -16.2% | +19.0% | +4.3% |
| 6M | +5.5% | -5.8% | +11.3% | +5.1% |
| YTD | +5.5% | -15.4% | +20.9% | +5.9% |
| 1Y | +11.0% | -16.7% | +27.7% | +11.1% |
| 3Y | +17.7% | +473.8% | -456.1% | -22.9% |
| All | +5.3% | +583.6% | -578.2% | -31.7% |
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