+22.5%
F vs TLN
+678.8%
-656.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | +2.1% | -4.6% | +6.7% | +2.5% |
| 3M | -10.3% | +5.2% | -15.5% | -11.5% |
| 6M | +3.3% | -6.5% | +9.8% | +3.0% |
| YTD | -2.0% | -3.6% | +1.7% | -3.4% |
| 1Y | -2.3% | -8.2% | +6.0% | -3.2% |
| 3Y | +49.9% | +559.7% | -509.8% | -5.6% |
| All | +22.5% | +678.8% | -656.4% | -24.0% |
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