+72.5%
NI vs TLN
+589.3%
-516.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.4% |
| 7D | +1.3% | +5.8% | -4.6% | +0.8% |
| 30D | -0.3% | -6.9% | +6.6% | +0.2% |
| 3M | -9.5% | -10.9% | +1.4% | -8.9% |
| 6M | -10.2% | -4.6% | -5.6% | -10.4% |
| YTD | +1.8% | -14.7% | +16.5% | +2.1% |
| 1Y | +5.7% | -17.9% | +23.6% | +6.1% |
| 3Y | +69.6% | +483.9% | -414.3% | +60.0% |
| All | +72.5% | +589.3% | -516.8% | +63.9% |
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