+81.8%
GEN vs TLN
+583.6%
-501.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -5.9% | -2.3% |
| 7D | -1.2% | +7.1% | -8.2% | -1.5% |
| 30D | +10.1% | -3.9% | +14.0% | +10.2% |
| 3M | +16.1% | -16.2% | +32.2% | +16.6% |
| 6M | +38.9% | -5.8% | +44.7% | +37.7% |
| YTD | +14.4% | -15.4% | +29.9% | +14.1% |
| 1Y | +5.9% | -16.7% | +22.5% | +5.3% |
| 3Y | +58.8% | +473.8% | -415.0% | +29.3% |
| All | +81.8% | +583.6% | -501.8% | +48.6% |
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 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