+39.4%
GM vs TLN
-17.6%
+57.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -8.5% | +13.2% | +5.4% |
| 7D | +12.1% | -6.0% | +18.1% | +12.6% |
| 30D | +15.2% | -1.5% | +16.7% | +14.8% |
| 3M | +4.9% | -3.9% | +8.8% | +4.6% |
| 6M | +22.6% | -15.0% | +37.7% | +22.9% |
| YTD | +14.4% | -12.8% | +27.2% | +14.2% |
| 1Y | +39.4% | -17.3% | +56.7% | +39.0% |
| All | +39.4% | -17.6% | +57.0% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling