+29.7%
Q vs TLN
-21.6%
+51.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.4% | +1.1% |
| 7D | +6.7% | +10.9% | -4.2% | +1.8% |
| 30D | -10.6% | -6.3% | -4.3% | -8.1% |
| 3M | -14.6% | -10.7% | -3.9% | -10.2% |
| 6M | +12.1% | +1.6% | +10.4% | +11.3% |
| YTD | +51.3% | -13.1% | +64.4% | +53.6% |
| All | +29.7% | -21.6% | +51.3% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling