+20.9%
GNRC vs TLN
-17.6%
+38.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -8.5% | -1.0% | -6.3% |
| 7D | -6.0% | -6.0% | +0.1% | -3.6% |
| 30D | -12.0% | -1.5% | -10.5% | -11.3% |
| 3M | -13.4% | -3.9% | -9.5% | -12.3% |
| 6M | -26.4% | -15.0% | -11.3% | -22.8% |
| YTD | +38.8% | -12.8% | +51.6% | +42.8% |
| 1Y | +20.9% | -17.3% | +38.2% | +26.5% |
| All | +20.9% | -17.6% | +38.5% | +26.5% |
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