+3.5%
EXC vs TLN
-13.3%
+16.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.1% | -9.0% | -2.0% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | +10.0% | -10.5% | +20.4% | +10.2% |
| 3M | +1.6% | +0.1% | +1.5% | +1.4% |
| 6M | +3.3% | -17.4% | +20.7% | +3.3% |
| YTD | +7.6% | -9.7% | +17.2% | +6.5% |
| 1Y | +3.5% | -12.3% | +15.7% | +3.1% |
| All | +3.5% | -13.3% | +16.7% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling