+31.7%
EXC vs TLN
+599.9%
-568.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | +0.1% |
| 7D | -1.9% | +22.3% | -24.2% | -1.6% |
| 30D | +7.8% | +1.2% | +6.6% | +7.9% |
| 3M | +1.9% | +5.9% | -4.1% | +2.0% |
| 6M | +3.4% | +3.2% | +0.2% | +3.5% |
| YTD | +7.6% | +3.2% | +4.4% | +7.7% |
| 1Y | +2.1% | +5.2% | -3.1% | +2.3% |
| All | +31.7% | +599.9% | -568.2% | +33.7% |
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 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