+22.3%
O vs TLN
+602.5%
-580.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -0.3% |
| 7D | -0.6% | +10.9% | -11.5% | -0.4% |
| 30D | -2.0% | -6.3% | +4.4% | -2.0% |
| 3M | +3.0% | -10.7% | +13.7% | +2.8% |
| 6M | -3.6% | +1.6% | -5.3% | -3.5% |
| YTD | +12.1% | -13.1% | +25.1% | +11.9% |
| 1Y | +8.9% | -15.1% | +23.9% | +8.8% |
| 3Y | +30.3% | +495.0% | -464.7% | +30.4% |
| All | +22.3% | +602.5% | -580.1% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling