-16.8%
IR vs TLN
-6.8%
-10.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.6% |
| 7D | -2.8% | +7.1% | -9.9% | -4.0% |
| 30D | -15.1% | -3.9% | -11.2% | -14.8% |
| 3M | +6.1% | -16.2% | +22.2% | +8.0% |
| 6M | -16.8% | -5.8% | -11.0% | -17.3% |
| All | -16.8% | -6.8% | -10.0% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling