+1.0%
LOW vs TLN
+589.3%
-588.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | -0.6% | +5.8% | -6.5% | -0.9% |
| 30D | -9.3% | -6.9% | -2.4% | -9.0% |
| 3M | -8.1% | -10.9% | +2.8% | -7.8% |
| 6M | -19.8% | -4.6% | -15.1% | -20.0% |
| YTD | -16.4% | -14.7% | -1.6% | -16.3% |
| 1Y | -24.7% | -17.9% | -6.7% | -24.6% |
| 3Y | -8.8% | +483.9% | -492.7% | -30.5% |
| All | +1.0% | +589.3% | -588.3% | -24.4% |
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 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