+24.2%
EXC vs TLN
+583.6%
-559.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.8% | -1.0% |
| 7D | +0.3% | +7.1% | -6.8% | +0.4% |
| 30D | -3.7% | -3.9% | +0.2% | -3.7% |
| 3M | -1.3% | -16.2% | +14.9% | -1.5% |
| 6M | -9.7% | -5.8% | -3.9% | -9.7% |
| YTD | +2.9% | -15.4% | +18.3% | +2.7% |
| 1Y | +4.4% | -16.7% | +21.1% | +4.2% |
| 3Y | +22.2% | +473.8% | -451.5% | +24.5% |
| All | +24.2% | +583.6% | -559.3% | +28.6% |
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