+38.1%
O vs TLN
+538.9%
-500.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -0.6% |
| 7D | +3.7% | -1.3% | +5.0% | +3.7% |
| 30D | +11.2% | -10.5% | +21.7% | +11.0% |
| 3M | -4.0% | +0.1% | -4.1% | -3.9% |
| 6M | -5.2% | -17.4% | +12.2% | -5.4% |
| YTD | +9.5% | -9.7% | +19.1% | +9.4% |
| 1Y | +10.6% | -12.3% | +22.9% | +10.6% |
| 3Y | +38.1% | +528.3% | -490.2% | +43.8% |
| All | +38.1% | +538.9% | -500.8% | +43.8% |
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