-6.7%
NOW vs TLN
+710.8%
-717.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.3% | +1.8% |
| 7D | +0.3% | +11.0% | -10.8% | -0.5% |
| 30D | -27.0% | +4.9% | -31.9% | -27.3% |
| 3M | -19.6% | +4.9% | -24.6% | -20.2% |
| 6M | +17.5% | +7.1% | +10.3% | +15.3% |
| YTD | -33.3% | +0.3% | -33.6% | -34.6% |
| 1Y | -39.8% | +5.9% | -45.7% | -41.8% |
| 3Y | -19.9% | +578.5% | -598.4% | -45.3% |
| All | -6.7% | +710.8% | -717.5% | -39.4% |
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