+142.9%
PL vs TLN
+581.9%
-438.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -34.7% |
| 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% | -8.4% |
| 3Y | +398.7% | +497.6% | -98.9% | +134.4% |
| All | +142.9% | +581.9% | -438.9% | -5.4% |
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 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