+35.7%
IR vs TLN
+630.2%
-594.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | +0.3% |
| 7D | +3.7% | -1.3% | +5.0% | +3.7% |
| 30D | +7.4% | -10.5% | +17.9% | +9.1% |
| 3M | -5.9% | +0.1% | -6.0% | -6.5% |
| 6M | +5.6% | -17.4% | +23.0% | +7.4% |
| YTD | +4.8% | -9.7% | +14.5% | +4.3% |
| 1Y | +6.9% | -12.3% | +19.2% | +6.7% |
| 3Y | +27.6% | +528.3% | -500.7% | -15.5% |
| All | +35.7% | +630.2% | -594.5% | -9.6% |
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