+23.1%
Q vs TLN
-18.5%
+41.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.8% | +3.1% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | -9.8% | -10.5% | +0.7% | -5.6% |
| 3M | -12.2% | +0.1% | -12.3% | -13.2% |
| 6M | -21.6% | -17.4% | -4.2% | -16.5% |
| YTD | +43.6% | -9.7% | +53.2% | +42.0% |
| 1Y | +25.7% | -12.3% | +37.9% | +25.2% |
| All | +23.1% | -18.5% | +41.6% | +24.6% |
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