+76.8%
GEN vs TLN
+602.5%
-525.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -2.9% |
| 7D | -0.7% | +10.9% | -11.6% | -1.2% |
| 30D | +2.6% | -6.3% | +9.0% | +2.9% |
| 3M | +15.8% | -10.7% | +26.5% | +15.9% |
| 6M | +33.1% | +1.6% | +31.5% | +31.4% |
| YTD | +11.3% | -13.1% | +24.4% | +10.9% |
| 1Y | +1.7% | -15.1% | +16.7% | +1.1% |
| 3Y | +58.1% | +495.0% | -436.9% | +28.7% |
| All | +76.8% | +602.5% | -525.6% | +44.4% |
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