+22.2%
F vs TLN
+716.6%
-694.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.8% |
| 7D | -2.1% | +15.9% | -18.0% | -4.0% |
| 30D | +3.3% | -0.3% | +3.6% | +3.1% |
| 3M | -11.3% | +5.8% | -17.1% | -12.5% |
| 6M | +5.3% | -1.2% | +6.6% | +4.3% |
| YTD | -2.2% | +1.0% | -3.3% | -4.2% |
| 1Y | -3.5% | +1.1% | -4.7% | -5.6% |
| 3Y | +49.5% | +591.7% | -542.2% | -6.4% |
| All | +22.2% | +716.6% | -694.5% | -24.6% |
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 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