+76.8%
GEN vs TLN
+683.0%
-606.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | -0.2% |
| 7D | -0.3% | +9.1% | -9.4% | -0.6% |
| 30D | +28.2% | -4.1% | +32.3% | +28.3% |
| 3M | +2.6% | +4.4% | -1.8% | +2.3% |
| 6M | +32.7% | -6.0% | +38.7% | +32.5% |
| YTD | +11.3% | -3.1% | +14.4% | +10.2% |
| 1Y | +17.9% | -6.1% | +24.0% | +17.0% |
| 3Y | +66.3% | +575.3% | -509.0% | +34.3% |
| All | +76.8% | +683.0% | -606.3% | +43.6% |
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