+27.5%
SE vs TLN
+630.2%
-602.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -1.9% |
| 7D | +2.0% | -1.3% | +3.3% | +2.0% |
| 30D | -20.0% | -10.5% | -9.5% | -17.9% |
| 3M | -31.8% | +0.1% | -31.9% | -32.6% |
| 6M | -15.9% | -17.4% | +1.5% | -13.4% |
| YTD | -40.6% | -9.7% | -31.0% | -41.7% |
| 1Y | -50.7% | -12.3% | -38.4% | -51.1% |
| 3Y | +70.3% | +528.3% | -458.0% | -40.7% |
| All | +27.5% | +630.2% | -602.7% | -54.8% |
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 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