+22.8%
O vs TLN
+583.6%
-560.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -0.7% |
| 7D | -0.7% | +7.1% | -7.8% | -0.7% |
| 30D | -1.9% | -3.9% | +2.0% | -1.9% |
| 3M | +3.8% | -16.2% | +20.0% | +3.6% |
| 6M | -4.7% | -5.8% | +1.1% | -4.8% |
| YTD | +12.5% | -15.4% | +27.9% | +12.3% |
| 1Y | +10.8% | -16.7% | +27.5% | +10.8% |
| 3Y | +28.8% | +473.8% | -445.0% | +28.8% |
| All | +22.8% | +583.6% | -560.7% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling