+146.2%
MAR vs TLN
+710.8%
-564.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.1% |
| 7D | +1.6% | +11.0% | -9.4% | +0.5% |
| 30D | +13.8% | +4.9% | +8.9% | +13.1% |
| 3M | +20.3% | +4.9% | +15.4% | +19.2% |
| 6M | +21.3% | +7.1% | +14.2% | +19.1% |
| YTD | +37.2% | +0.3% | +36.9% | +34.8% |
| 1Y | +48.4% | +5.9% | +42.5% | +44.6% |
| 3Y | +120.1% | +578.5% | -458.3% | +60.6% |
| All | +146.2% | +710.8% | -564.6% | +75.3% |
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