+158.1%
GM vs TLN
+574.4%
-416.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -1.1% | -14.3% | +13.2% | +0.4% |
| 3M | +6.1% | -9.3% | +15.4% | +6.7% |
| 6M | +15.0% | -1.1% | +16.1% | +14.3% |
| YTD | +6.0% | -16.6% | +22.6% | +6.8% |
| 1Y | +47.1% | -22.0% | +69.1% | +48.6% |
| 3Y | +170.5% | +470.2% | -299.7% | +99.8% |
| All | +158.1% | +574.4% | -416.3% | +87.4% |
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 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