+6.6%
PL vs TLN
-8.6%
+15.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +5.6% | +1.1% | +4.5% | +5.3% |
| 30D | -16.9% | -4.6% | -12.3% | -15.3% |
| 3M | -38.2% | +5.2% | -43.5% | -39.8% |
| 6M | -63.4% | -6.5% | -56.9% | -62.8% |
| YTD | -27.6% | -3.6% | -24.0% | -29.1% |
| 1Y | +6.6% | -8.2% | +14.8% | +7.8% |
| All | +6.6% | -8.6% | +15.1% | +7.8% |
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