+84.6%
RF vs TLN
+710.8%
-626.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.5% |
| 7D | +1.9% | +11.0% | -9.1% | +0.8% |
| 30D | +7.3% | +4.9% | +2.4% | +6.6% |
| 3M | -7.9% | +4.9% | -12.8% | -8.9% |
| 6M | +10.5% | +7.1% | +3.4% | +8.4% |
| YTD | +9.6% | +0.3% | +9.3% | +7.7% |
| 1Y | +20.3% | +5.9% | +14.4% | +17.0% |
| 3Y | +119.5% | +578.5% | -458.9% | +55.3% |
| All | +84.6% | +710.8% | -626.2% | +31.5% |
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