+627.7%
GEV vs TLN
+243.7%
+383.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.1% |
| 7D | +3.2% | +5.8% | -2.7% | +0.1% |
| 30D | -4.0% | -6.9% | +2.8% | -0.6% |
| 3M | +3.4% | -10.9% | +14.3% | +8.7% |
| 6M | +14.7% | -4.6% | +19.3% | +14.7% |
| YTD | +45.8% | -14.7% | +60.5% | +50.2% |
| 1Y | +57.4% | -17.9% | +75.3% | +65.2% |
| All | +627.7% | +243.7% | +383.9% | +184.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling