+30.0%
EXC vs TLN
+683.0%
-653.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.2% | -7.2% | +0.2% |
| 7D | -1.7% | +9.1% | -10.8% | -1.6% |
| 30D | +9.3% | -4.1% | +13.4% | +9.4% |
| 3M | +1.0% | +4.4% | -3.4% | +1.1% |
| 6M | +5.9% | -6.0% | +12.0% | +5.9% |
| YTD | +7.6% | -3.1% | +10.8% | +7.6% |
| 1Y | +2.4% | -6.1% | +8.5% | +2.4% |
| 3Y | +30.2% | +575.3% | -545.1% | +32.8% |
| All | +30.0% | +683.0% | -653.1% | +34.8% |
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 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