+29.8%
Q vs TLN
-8.1%
+37.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +7.2% | -0.3% | +3.6% |
| 7D | +8.4% | +9.1% | -0.6% | +3.9% |
| 30D | -1.2% | -4.1% | +2.9% | +0.3% |
| 3M | -9.3% | +4.4% | -13.7% | -12.1% |
| 6M | -15.0% | -6.0% | -9.0% | -14.1% |
| YTD | +53.5% | -3.1% | +56.6% | +46.6% |
| All | +29.8% | -8.1% | +37.9% | +25.2% |
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