-24.1%
INFY vs TLN
+571.8%
-595.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | -0.1% |
| 7D | -9.8% | +2.0% | -11.7% | -9.8% |
| 30D | -13.4% | -12.9% | -0.5% | -13.2% |
| 3M | -7.2% | -7.4% | +0.2% | -7.6% |
| 6M | -20.6% | -6.0% | -14.6% | -21.2% |
| YTD | -37.5% | -16.9% | -20.6% | -37.6% |
| 1Y | -33.4% | -22.6% | -10.7% | -33.3% |
| 3Y | -32.4% | +469.0% | -501.5% | -43.6% |
| All | -24.1% | +571.8% | -595.9% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling