+26.4%
P vs TLN
-17.2%
+43.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | -0.2% |
| 7D | +6.5% | +7.1% | -0.5% | +3.4% |
| 30D | +18.8% | -3.9% | +22.7% | +20.4% |
| 3M | +26.7% | -16.2% | +42.9% | +34.7% |
| 6M | +62.2% | -5.8% | +68.0% | +61.2% |
| YTD | +48.5% | -15.4% | +63.9% | +51.5% |
| 1Y | +26.4% | -16.7% | +43.1% | +27.2% |
| All | +26.4% | -17.2% | +43.6% | +27.2% |
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