+58.3%
SLV vs TLN
-16.8%
+75.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -1.4% |
| 7D | +2.5% | +10.9% | -8.4% | 0.0% |
| 30D | +3.3% | -6.3% | +9.6% | +4.6% |
| 3M | -3.6% | -10.7% | +7.1% | -1.7% |
| 6M | -21.8% | +1.6% | -23.4% | -22.2% |
| YTD | -7.8% | -13.1% | +5.3% | -6.5% |
| 1Y | +58.3% | -15.1% | +73.3% | +65.4% |
| All | +58.3% | -16.8% | +75.1% | +65.4% |
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