+47.9%
S vs TLN
+583.6%
-535.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.2% |
| 7D | -7.7% | +7.1% | -14.8% | -8.7% |
| 30D | -5.3% | -3.9% | -1.4% | -5.0% |
| 3M | +20.3% | -16.2% | +36.4% | +22.6% |
| 6M | +47.4% | -5.8% | +53.2% | +45.3% |
| YTD | +32.5% | -15.4% | +48.0% | +32.4% |
| 1Y | +9.5% | -16.7% | +26.2% | +9.4% |
| 3Y | +15.5% | +473.8% | -458.2% | -9.7% |
| All | +47.9% | +583.6% | -535.6% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling