-6.3%
NOW vs TLN
+683.0%
-689.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.5% | +0.3% |
| 7D | -3.1% | +9.1% | -12.1% | -3.7% |
| 30D | -27.0% | -4.1% | -23.0% | -26.9% |
| 3M | -17.7% | +4.4% | -22.1% | -18.3% |
| 6M | +12.7% | -6.0% | +18.7% | +12.3% |
| YTD | -32.9% | -3.1% | -29.8% | -34.1% |
| 1Y | -40.4% | -6.1% | -34.3% | -41.3% |
| 3Y | -17.1% | +575.3% | -592.4% | -43.9% |
| All | -6.3% | +683.0% | -689.3% | -39.0% |
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