+22.6%
F vs TLN
+630.2%
-607.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -1.6% |
| 7D | +1.6% | -1.3% | +2.9% | +1.5% |
| 30D | +2.6% | -10.5% | +13.1% | +3.8% |
| 3M | -8.8% | +0.1% | -8.9% | -9.5% |
| 6M | +4.6% | -17.4% | +22.0% | +6.0% |
| YTD | -1.9% | -9.7% | +7.8% | -2.5% |
| 1Y | -0.8% | -12.3% | +11.5% | -1.1% |
| 3Y | +43.5% | +528.3% | -484.8% | -8.9% |
| All | +22.6% | +630.2% | -607.6% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling