+9.8%
O vs TLN
+3.1%
+6.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.5% |
| 7D | -0.4% | +22.3% | -22.7% | +0.2% |
| 30D | +8.3% | +1.2% | +7.1% | +8.5% |
| 3M | -4.0% | +5.9% | -9.9% | -3.7% |
| 6M | -2.6% | +3.2% | -5.9% | -2.5% |
| YTD | +9.9% | +3.2% | +6.7% | +9.9% |
| 1Y | +9.8% | +5.2% | +4.6% | +10.2% |
| All | +9.8% | +3.1% | +6.8% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling