+5.9%
EXC vs TLN
-16.8%
+22.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.7% |
| 7D | +1.2% | +10.9% | -9.7% | +1.1% |
| 30D | -2.7% | -6.3% | +3.6% | -2.6% |
| 3M | -1.0% | -10.7% | +9.7% | -1.0% |
| 6M | -9.3% | +1.6% | -10.9% | -9.8% |
| YTD | +3.6% | -13.1% | +16.7% | +3.1% |
| 1Y | +5.9% | -15.1% | +21.0% | +5.7% |
| All | +5.9% | -16.8% | +22.7% | +5.7% |
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 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