+92.9%
MAR vs TLN
+589.3%
-496.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | -0.5% | +5.8% | -6.3% | -1.1% |
| 30D | -4.7% | -6.9% | +2.2% | -4.1% |
| 3M | -15.6% | -10.9% | -4.7% | -15.1% |
| 6M | +1.2% | -4.6% | +5.8% | +0.5% |
| YTD | +7.5% | -14.7% | +22.2% | +7.8% |
| 1Y | +26.6% | -17.9% | +44.5% | +27.0% |
| 3Y | +66.0% | +483.9% | -417.9% | +23.5% |
| All | +92.9% | +589.3% | -496.4% | +40.1% |
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