+58.5%
HCA vs TLN
+483.9%
-425.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +4.9% |
| 7D | +4.9% | +5.8% | -0.9% | +5.0% |
| 30D | +1.9% | -6.9% | +8.7% | +1.8% |
| 3M | +12.7% | -10.9% | +23.6% | +12.5% |
| 6M | -22.3% | -4.6% | -17.7% | -22.5% |
| YTD | -9.3% | -14.7% | +5.4% | -9.4% |
| 1Y | +2.7% | -17.9% | +20.6% | +2.6% |
| All | +58.5% | +483.9% | -425.4% | +36.0% |
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