-28.9%
MOH vs TLN
+574.4%
-603.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +1.7% | -1.3% | +3.1% | +1.6% |
| 30D | -0.9% | -14.3% | +13.4% | -2.2% |
| 3M | +5.7% | -9.3% | +15.0% | +5.2% |
| 6M | +39.1% | -1.1% | +40.2% | +40.4% |
| YTD | +17.7% | -16.6% | +34.3% | +17.5% |
| 1Y | +8.4% | -22.0% | +30.4% | +7.8% |
| 3Y | -36.6% | +470.2% | -506.7% | -20.2% |
| All | -28.9% | +574.4% | -603.3% | -10.5% |
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