-23.0%
INFY vs TLN
+574.4%
-597.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -5.4% | -1.3% | -4.0% | -5.4% |
| 30D | -9.9% | -14.3% | +4.5% | -9.6% |
| 3M | -4.6% | -9.3% | +4.7% | -4.8% |
| 6M | -18.5% | -1.1% | -17.4% | -19.4% |
| YTD | -36.5% | -16.6% | -20.0% | -36.7% |
| 1Y | -32.8% | -22.0% | -10.8% | -32.7% |
| 3Y | -32.2% | +470.2% | -502.4% | -43.4% |
| All | -23.0% | +574.4% | -597.3% | -37.2% |
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