+39.1%
O vs TLN
+580.6%
-541.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.8% |
| 7D | -0.4% | +11.0% | -11.4% | -0.1% |
| 30D | +7.1% | +4.9% | +2.2% | +7.3% |
| 3M | -5.2% | +4.9% | -10.1% | -5.1% |
| 6M | -1.8% | +7.1% | -8.9% | -1.6% |
| YTD | +9.1% | +0.3% | +8.8% | +9.3% |
| 1Y | +9.7% | +5.9% | +3.8% | +10.0% |
| 3Y | +39.1% | +578.5% | -539.3% | +45.8% |
| All | +39.1% | +580.6% | -541.4% | +45.8% |
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