+23.4%
F vs TLN
+683.0%
-659.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.2% | -6.6% | -0.2% |
| 7D | -0.6% | +9.1% | -9.7% | -1.9% |
| 30D | +2.9% | -4.1% | +7.0% | +3.2% |
| 3M | -9.5% | +4.4% | -13.9% | -10.6% |
| 6M | +4.0% | -6.0% | +10.0% | +3.7% |
| YTD | -1.3% | -3.1% | +1.9% | -2.7% |
| 1Y | -1.9% | -6.1% | +4.1% | -3.1% |
| 3Y | +53.5% | +575.3% | -521.9% | -3.4% |
| All | +23.4% | +683.0% | -659.7% | -23.5% |
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