+62.0%
S vs TLN
+630.2%
-568.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.5% | +0.6% |
| 7D | -13.4% | -1.3% | -12.1% | -13.4% |
| 30D | -14.0% | -10.5% | -3.5% | -12.7% |
| 3M | +4.9% | +0.1% | +4.8% | +4.2% |
| 6M | +42.0% | -17.4% | +59.4% | +44.5% |
| YTD | +45.1% | -9.7% | +54.8% | +43.0% |
| 1Y | +33.1% | -12.3% | +45.3% | +31.7% |
| 3Y | +40.6% | +528.3% | -487.6% | +8.5% |
| All | +62.0% | +630.2% | -568.2% | +32.6% |
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 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