+287.2%
PL vs TLN
+583.6%
-296.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.0% | -2.7% |
| 7D | -9.3% | +7.1% | -16.4% | -11.7% |
| 30D | -18.9% | -3.9% | -15.0% | -17.8% |
| 3M | -58.4% | -16.2% | -42.2% | -55.8% |
| 6M | -30.3% | -5.8% | -24.5% | -29.8% |
| YTD | -8.1% | -15.4% | +7.3% | -4.8% |
| 1Y | +180.5% | -16.7% | +197.2% | +193.0% |
| 3Y | +444.1% | +473.8% | -29.6% | +168.6% |
| All | +287.2% | +583.6% | -296.4% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling