+20.5%
O vs TLN
+683.0%
-662.6%
-26.5%
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% | +0.9% |
| 7D | +3.3% | +9.1% | -5.7% | +3.5% |
| 30D | +10.3% | -4.1% | +14.4% | +10.3% |
| 3M | -3.5% | +4.4% | -7.9% | -3.3% |
| 6M | -1.3% | -6.0% | +4.7% | -1.3% |
| YTD | +10.3% | -3.1% | +13.5% | +10.4% |
| 1Y | +10.4% | -6.1% | +16.5% | +10.5% |
| 3Y | +40.0% | +575.3% | -535.3% | +40.4% |
| All | +20.5% | +683.0% | -662.6% | +20.3% |
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