-51.3%
IT vs TLN
+494.5%
-545.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.8% | -10.2% | -7.4% |
| 7D | -9.1% | +10.9% | -20.0% | -9.1% |
| 30D | -7.0% | -6.3% | -0.7% | -7.0% |
| 3M | +7.6% | -10.7% | +18.3% | +7.4% |
| 6M | +2.1% | +1.6% | +0.5% | +0.5% |
| YTD | -31.6% | -13.1% | -18.5% | -32.1% |
| 1Y | -29.9% | -15.1% | -14.9% | -30.4% |
| 3Y | -51.3% | +495.0% | -546.3% | -59.5% |
| All | -51.3% | +494.5% | -545.7% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling