-16.6%
IT vs TLN
-1.4%
-15.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +3.5% |
| 7D | -6.8% | +15.9% | -22.7% | -2.8% |
| 30D | -0.6% | -0.3% | -0.3% | +0.7% |
| 3M | +3.1% | +5.8% | -2.8% | +7.1% |
| 6M | +25.5% | -1.2% | +26.7% | +30.0% |
| YTD | -23.5% | +1.0% | -24.5% | -19.6% |
| 1Y | -16.6% | +1.1% | -17.8% | -12.4% |
| All | -16.6% | -1.4% | -15.2% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling