+176.6%
P vs TLN
+538.9%
-362.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.5% | +0.4% |
| 7D | -23.8% | -1.3% | -22.5% | -23.2% |
| 30D | -36.6% | -10.5% | -26.1% | -33.2% |
| 3M | +10.9% | +0.1% | +10.8% | +10.8% |
| 6M | +30.0% | -17.4% | +47.4% | +39.0% |
| YTD | +44.4% | -9.7% | +54.0% | +45.9% |
| 1Y | +3.9% | -12.3% | +16.2% | +6.2% |
| 3Y | +176.6% | +528.3% | -351.7% | +83.0% |
| All | +176.6% | +538.9% | -362.4% | +83.0% |
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 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