+62.0%
SLV vs TLN
-17.2%
+79.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -2.1% |
| 7D | -0.3% | +7.1% | -7.4% | -2.0% |
| 30D | +6.7% | -3.9% | +10.6% | +7.5% |
| 3M | -10.7% | -16.2% | +5.5% | -7.5% |
| 6M | -20.6% | -5.8% | -14.8% | -20.0% |
| YTD | -7.1% | -15.4% | +8.3% | -5.2% |
| 1Y | +62.0% | -16.7% | +78.7% | +69.9% |
| All | +62.0% | -17.2% | +79.2% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling