-16.3%
NOW vs TLN
+538.9%
-555.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.9% |
| 7D | -3.0% | -1.3% | -1.7% | -3.0% |
| 30D | -26.0% | -10.5% | -15.6% | -25.6% |
| 3M | -13.1% | +0.1% | -13.2% | -13.4% |
| 6M | +14.5% | -17.4% | +31.9% | +15.6% |
| YTD | -33.4% | -9.7% | -23.8% | -34.3% |
| 1Y | -40.6% | -12.3% | -28.4% | -41.2% |
| 3Y | -16.3% | +528.3% | -544.6% | -35.7% |
| All | -16.3% | +538.9% | -555.3% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling