+172.1%
GM vs TLN
+469.0%
-296.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.4% | +3.1% |
| 7D | -1.1% | +2.0% | -3.0% | -1.3% |
| 30D | -3.4% | -12.9% | +9.5% | -2.1% |
| 3M | +8.7% | -7.4% | +16.1% | +9.1% |
| 6M | +15.4% | -6.0% | +21.5% | +15.4% |
| YTD | +6.6% | -16.9% | +23.5% | +7.5% |
| 1Y | +51.5% | -22.6% | +74.1% | +53.1% |
| All | +172.1% | +469.0% | -296.9% | +95.8% |
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