+81.1%
RF vs TLN
+630.2%
-549.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.4% | -1.1% |
| 7D | -0.9% | -1.3% | +0.4% | -0.9% |
| 30D | +6.0% | -10.5% | +16.5% | +7.0% |
| 3M | -8.9% | +0.1% | -9.0% | -9.5% |
| 6M | +2.3% | -17.4% | +19.7% | +3.4% |
| YTD | +7.6% | -9.7% | +17.2% | +6.8% |
| 1Y | +21.2% | -12.3% | +33.4% | +20.5% |
| 3Y | +108.5% | +528.3% | -419.7% | +48.8% |
| All | +81.1% | +630.2% | -549.1% | +30.4% |
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 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