+90.8%
SE vs TLN
+602.5%
-511.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.3% |
| 7D | +0.6% | +10.9% | -10.3% | -2.5% |
| 30D | -0.1% | -6.3% | +6.2% | +1.8% |
| 3M | +34.1% | -10.7% | +44.8% | +36.6% |
| 6M | +23.2% | +1.6% | +21.6% | +18.7% |
| YTD | -11.2% | -13.1% | +1.9% | -10.8% |
| 1Y | -40.5% | -15.1% | -25.5% | -40.1% |
| 3Y | +196.3% | +495.0% | -298.7% | +7.1% |
| All | +90.8% | +602.5% | -511.6% | -30.7% |
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