+29.9%
MCHP vs TLN
-17.6%
+47.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.5% | +5.3% | -0.8% |
| 7D | -5.4% | -6.0% | +0.6% | -3.7% |
| 30D | -7.5% | -1.5% | -6.0% | -7.5% |
| 3M | -6.0% | -3.9% | -2.2% | -5.6% |
| 6M | -20.1% | -15.0% | -5.0% | -17.1% |
| YTD | +20.2% | -12.8% | +33.1% | +23.3% |
| 1Y | +29.9% | -17.3% | +47.3% | +33.7% |
| All | +29.9% | -17.6% | +47.5% | +33.7% |
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