+526.6%
GEV vs TLN
+315.8%
+210.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.1% |
| 7D | +6.2% | +22.3% | -16.1% | -4.8% |
| 30D | -18.4% | +1.2% | -19.6% | -18.7% |
| 3M | -21.2% | +5.9% | -27.2% | -23.9% |
| 6M | -23.6% | +3.2% | -26.8% | -26.1% |
| YTD | +25.5% | +3.2% | +22.4% | +16.9% |
| 1Y | +42.6% | +5.2% | +37.4% | +31.5% |
| All | +526.6% | +315.8% | +210.8% | +120.9% |
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