+20.5%
O vs TLN
+678.8%
-658.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +3.5% | +1.1% | +2.5% | +3.6% |
| 30D | +10.4% | -4.6% | +15.0% | +10.4% |
| 3M | -2.4% | +5.2% | -7.7% | -2.3% |
| 6M | -1.2% | -6.5% | +5.3% | -1.2% |
| YTD | +10.4% | -3.6% | +14.0% | +10.5% |
| 1Y | +11.4% | -8.2% | +19.7% | +11.5% |
| 3Y | +40.4% | +559.7% | -519.3% | +40.9% |
| All | +20.5% | +678.8% | -658.3% | +20.4% |
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 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