+356.3%
IBKR vs TLN
+589.3%
-233.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | +1.3% | +5.8% | -4.5% | -0.4% |
| 30D | -0.3% | -6.9% | +6.5% | +1.5% |
| 3M | +4.7% | -10.9% | +15.6% | +7.2% |
| 6M | +34.0% | -4.6% | +38.6% | +33.4% |
| YTD | +40.8% | -14.7% | +55.5% | +43.8% |
| 1Y | +45.7% | -17.9% | +63.6% | +50.2% |
| 3Y | +288.4% | +483.9% | -195.5% | +201.9% |
| All | +356.3% | +589.3% | -233.0% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling