+294.8%
NET vs TLN
+583.6%
-288.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.7% | -2.9% |
| 7D | -7.0% | +7.1% | -14.0% | -8.5% |
| 30D | -4.8% | -3.9% | -0.9% | -4.2% |
| 3M | +3.8% | -16.2% | +20.0% | +7.0% |
| 6M | +50.0% | -5.8% | +55.9% | +48.6% |
| YTD | +41.5% | -15.4% | +56.9% | +42.5% |
| 1Y | +32.8% | -16.7% | +49.5% | +33.9% |
| 3Y | +335.9% | +473.8% | -137.9% | +184.3% |
| All | +294.8% | +583.6% | -288.7% | +129.7% |
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 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