+2.1%
LOW vs TLN
+602.5%
-600.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -1.9% |
| 7D | +0.4% | +10.9% | -10.5% | -0.1% |
| 30D | -10.1% | -6.3% | -3.8% | -9.9% |
| 3M | -2.9% | -10.7% | +7.8% | -2.6% |
| 6M | -19.4% | +1.6% | -21.0% | -19.9% |
| YTD | -15.4% | -13.1% | -2.4% | -15.5% |
| 1Y | -24.9% | -15.1% | -9.9% | -25.1% |
| 3Y | -7.8% | +495.0% | -502.8% | -29.8% |
| All | +2.1% | +602.5% | -600.4% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling