+63.7%
SE vs TLN
+580.6%
-516.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.9% |
| 7D | -0.5% | +11.0% | -11.5% | -3.4% |
| 30D | -20.9% | +4.9% | -25.8% | -22.4% |
| 3M | -38.9% | +4.9% | -43.8% | -40.5% |
| 6M | -19.4% | +7.1% | -26.5% | -23.4% |
| YTD | -40.9% | +0.3% | -41.2% | -43.7% |
| 1Y | -46.2% | +5.9% | -52.1% | -49.7% |
| 3Y | +63.7% | +578.5% | -514.8% | -41.6% |
| All | +63.7% | +580.6% | -516.8% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling