+57.4%
MAR vs TLN
-17.6%
+75.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.5% | +10.6% | +2.4% |
| 7D | +7.7% | -6.0% | +13.8% | +8.0% |
| 30D | +19.4% | -1.5% | +20.9% | +19.2% |
| 3M | +23.3% | -3.9% | +27.2% | +23.3% |
| 6M | +22.8% | -15.0% | +37.9% | +23.3% |
| YTD | +37.8% | -12.8% | +50.6% | +37.1% |
| 1Y | +57.4% | -17.3% | +74.7% | +57.4% |
| All | +57.4% | -17.6% | +75.0% | +57.4% |
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