+0.7%
PL vs TLN
-13.3%
+14.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +7.1% | +3.3% | +7.3% |
| 7D | -6.8% | -1.3% | -5.5% | -6.2% |
| 30D | -29.3% | -10.5% | -18.8% | -26.0% |
| 3M | -44.8% | +0.1% | -44.9% | -44.9% |
| 6M | -68.4% | -17.4% | -51.0% | -66.2% |
| YTD | -36.4% | -9.7% | -26.7% | -35.9% |
| 1Y | +0.7% | -12.3% | +13.0% | +3.4% |
| All | +0.7% | -13.3% | +14.0% | +3.4% |
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