+21.0%
PL vs TLN
+1.6%
+19.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | +0.6% |
| 7D | +10.0% | +11.0% | -1.0% | +5.2% |
| 30D | -2.3% | +4.9% | -7.2% | -4.4% |
| 3M | -44.2% | +4.9% | -49.1% | -45.7% |
| 6M | -66.1% | +7.1% | -73.2% | -67.2% |
| YTD | -30.0% | +0.3% | -30.3% | -32.2% |
| 1Y | +21.0% | +5.9% | +15.1% | +12.2% |
| All | +21.0% | +1.6% | +19.4% | +12.2% |
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