-44.1%
IT vs TLN
+716.6%
-760.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +2.3% |
| 7D | -6.8% | +15.9% | -22.7% | -6.3% |
| 30D | -0.6% | -0.3% | -0.3% | -0.2% |
| 3M | +3.1% | +5.8% | -2.8% | +3.7% |
| 6M | +25.5% | -1.2% | +26.7% | +26.2% |
| YTD | -23.5% | +1.0% | -24.5% | -23.5% |
| 1Y | -16.6% | +1.1% | -17.8% | -16.8% |
| 3Y | -53.1% | +591.7% | -644.8% | -60.9% |
| All | -44.1% | +716.6% | -760.7% | -54.3% |
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 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