+403.1%
PL vs TLN
+496.7%
-93.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.2% | -6.9% | -8.9% |
| 7D | -20.5% | -9.4% | -11.2% | -17.4% |
| 30D | -38.8% | -15.2% | -23.5% | -34.8% |
| 3M | -49.1% | -4.1% | -45.0% | -48.5% |
| 6M | -69.4% | -17.8% | -51.5% | -67.3% |
| YTD | -42.3% | -15.6% | -26.7% | -40.3% |
| 1Y | -14.2% | -21.6% | +7.4% | -8.5% |
| All | +403.1% | +496.7% | -93.6% | +218.5% |
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 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