-50.8%
IT vs TLN
+589.3%
-640.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | -9.1% | +5.8% | -15.0% | -9.1% |
| 30D | -12.2% | -6.9% | -5.3% | -12.2% |
| 3M | +7.8% | -10.9% | +18.7% | +7.4% |
| 6M | +2.0% | -4.6% | +6.6% | +0.8% |
| YTD | -32.7% | -14.7% | -18.0% | -33.2% |
| 1Y | -31.1% | -17.9% | -13.2% | -31.5% |
| 3Y | -52.1% | +483.9% | -536.0% | -60.4% |
| All | -50.8% | +589.3% | -640.1% | -60.0% |
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