+44.1%
F vs TLN
+583.6%
-539.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +0.9% |
| 7D | +5.3% | +7.1% | -1.7% | +4.4% |
| 30D | +4.6% | -3.9% | +8.5% | +5.0% |
| 3M | -3.7% | -16.2% | +12.5% | -1.8% |
| 6M | +16.8% | -5.8% | +22.6% | +16.5% |
| YTD | +15.3% | -15.4% | +30.7% | +16.3% |
| 1Y | +31.0% | -16.7% | +47.7% | +31.9% |
| 3Y | +45.4% | +473.8% | -428.3% | -6.0% |
| All | +44.1% | +583.6% | -539.5% | -8.5% |
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 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