+115.1%
SLV vs TLN
+716.6%
-601.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.4% |
| 7D | -1.1% | +15.9% | -17.0% | -3.4% |
| 30D | -14.2% | -0.3% | -13.9% | -14.3% |
| 3M | -20.3% | +5.8% | -26.1% | -21.5% |
| 6M | -40.2% | -1.2% | -39.0% | -40.7% |
| YTD | -27.6% | +1.0% | -28.6% | -28.9% |
| 1Y | +0.4% | +1.1% | -0.7% | -1.6% |
| 3Y | +129.4% | +591.7% | -462.4% | +73.0% |
| All | +115.1% | +716.6% | -601.5% | +58.1% |
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