+197.8%
P vs TLN
+678.8%
-481.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -13.3% | +1.1% | -14.4% | -13.6% |
| 30D | -34.0% | -4.6% | -29.4% | -32.3% |
| 3M | +4.1% | +5.2% | -1.2% | +1.8% |
| 6M | +30.5% | -6.5% | +37.0% | +32.6% |
| YTD | +52.2% | -3.6% | +55.8% | +49.5% |
| 1Y | +10.3% | -8.2% | +18.5% | +10.5% |
| 3Y | +180.9% | +559.7% | -378.8% | +68.5% |
| All | +197.8% | +678.8% | -481.1% | +80.5% |
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