-21.1%
LOW vs TLN
-17.2%
-4.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +1.2% |
| 7D | -1.7% | +7.1% | -8.8% | -1.8% |
| 30D | -7.0% | -3.9% | -3.2% | -7.0% |
| 3M | -0.9% | -16.2% | +15.3% | -0.9% |
| 6M | -20.1% | -5.8% | -14.3% | -20.3% |
| YTD | -13.9% | -15.4% | +1.5% | -14.3% |
| 1Y | -21.1% | -16.7% | -4.5% | -20.6% |
| All | -21.1% | -17.2% | -4.0% | -20.6% |
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